tracking_error: Tracking error
In alejandro-sotolongo/InvestmentSuite: Investment Asset and Portfolio Time-Series Analysis
Description
Usage
Arguments
Value
Note
View source: R/QuantAnalysis.R
Description
Tracking error
Usage
1
tracking_error(fund, bench, freq)
Arguments
fund
data.frame containing one or multiple fund returns
bench
data.frame containing returns of one benchmark
freq
character to specify common frequency
Value
tracking error of each fund relative to benchmark
Note
Tracking error is the standard deviation of the fund minus the benchmark,
the tracking error will be annualized by the specified frequency.
alejandro-sotolongo/InvestmentSuite documentation built on Jan. 19, 2020, 5:20 p.m.
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Description Usage Arguments Value Note
View source: R/QuantAnalysis.R
Description
Tracking error
Usage
1 | tracking_error(fund, bench, freq)
|
Arguments
fund |
data.frame containing one or multiple fund returns |
bench |
data.frame containing returns of one benchmark |
freq |
character to specify common frequency |
Value
tracking error of each fund relative to benchmark
Note
Tracking error is the standard deviation of the fund minus the benchmark, the tracking error will be annualized by the specified frequency.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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