calculate_sharpe_ratio: Provided a returns time series, it will return Sharpe Ratio

View source: R/performance.R

calculate_sharpe_ratioR Documentation

Provided a returns time series, it will return Sharpe Ratio

Description

Provided a returns time series, it will return Sharpe Ratio

Usage

calculate_sharpe_ratio(R, Rf = 0)

Arguments

R

A time series of asset returns

Rf

A time series of risk free rate


aljrico/rfinance documentation built on March 29, 2024, 2:31 a.m.