```
autocorrFactor = function(R, h=12, lags = 1){
R = na.omit(R)
Q = acf(R, plot = FALSE)$acf[2]
sqrt(h + 2*(Q / (1-Q)^2)*((h - 1)*(1 - Q) - Q*(1 - Q^(h-1))))
}
volACFAdjusted = function(R, h=12, lags=1){
R=na.omit(R)
sf = autocorrFactor(R, h=h, lags=lags)
return(sd(R)*sf)
}
sharpeACFAdjusted = function(R, h=12, lags=1, Rf=0){
return.annualized(R-Rf, h) / volACFAdjusted(R, h, lags)
}
```

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