API for braverock/PerformanceAnalytics
Econometric Tools for Performance and Risk Analysis

Global functions
ActivePremium Man page
ActiveReturn Man page
AdjustedSharpeRatio Man page
AppraisalRatio Man page
AverageDrawdown Man page
AverageLength Man page
AverageRecovery Man page
BernardoLedoitRatio Man page
BetaCoKurtosis Man page
BetaCoMoments Man page
BetaCoSkewness Man page
BetaCoVariance Man page
BurkeRatio Man page
CAPM.CML Man page
CAPM.CML.slope Man page
CAPM.RiskPremium Man page
CAPM.SML.slope Man page
CAPM.alpha Man page
CAPM.beta Man page
CAPM.beta.bear Man page
CAPM.beta.bull Man page
CAPM.dynamic Man page
CAPM.epsilon Man page
CAPM.jensenAlpha Man page
CAPM.utils Man page
CDD Man page
CDaR Man page
CVaR Man page
CalculateReturns Man page
CalmarRatio Man page
CoKurtosis Man page
CoKurtosisMatrix Man page
CoMoments Man page
CoSkewness Man page
CoSkewnessMatrix Man page
CoVariance Man page
DRatio Man page
DownsideDeviation Man page
DownsideFrequency Man page
DownsidePotential Man page
DrawdownDeviation Man page
DrawdownPeak Man page
Drawdowns Man page
ES Man page
ETL Man page
EWMAMoments Man page
FamaBeta Man page
Frequency Man page
HurstIndex Man page
InformationRatio Man page
Kappa Man page
KellyRatio Man page
Level.calculate Man page
M2.ewma Man page
M2.shrink Man page
M2.struct Man page
M2Sortino Man page
M3.MCA Man page
M3.MM Man page
M3.ewma Man page
M3.shrink Man page
M3.struct Man page
M4.MCA Man page
M4.MM Man page
M4.ewma Man page
M4.shrink Man page
M4.struct Man page
MCA Man page
MSquared Man page
MSquaredExcess Man page
MarketTiming Man page
MartinRatio Man page
MeanAbsoluteDeviation Man page
Modigliani Man page
NetSelectivity Man page
Omega Man page
OmegaExcessReturn Man page
OmegaExessReturn Man page
OmegaSharpeRatio Man page
PainIndex Man page
PainRatio Man page
PerformanceAnalytics Man page
PerformanceAnalytics-package Man page
PerformanceAnalytics.internal Man page
ProspectRatio Man page
Return.Geltner Man page
Return.annualized Man page
Return.annualized.excess Man page
Return.calculate Man page
Return.centered Man page
Return.clean Man page
Return.convert Man page
Return.cumulative Man page
Return.excess Man page
Return.portfolio Man page
Return.read Man page
Return.rebalancing Man page
Return.relative Man page
SFM.CML Man page
SFM.CML.slope Man page
SFM.RiskPremium Man page
SFM.SML.slope Man page
SFM.alpha Man page
SFM.beta Man page
SFM.dynamic Man page
SFM.epsilon Man page
SFM.jensenAlpha Man page
SFM.utils Man page
Selectivity Man page
SemiDeviation Man page
SemiVariance Man page
SharpeRatio Man page
SharpeRatio.annualized Man page
SharpeRatio.modified Man page
ShrinkageMoments Man page
Skewness-KurtosisRatio Man page
SkewnessKurtosisRatio Man page
SmoothingIndex Man page
SortinoRatio Man page
SpecificRisk Man page
StdDev Man page
StdDev.annualized Man page
SterlingRatio Man page
StructuredMoments Man page
SystematicKurtosis Man page
SystematicRisk Man page
SystematicSkewness Man page
TimingRatio Man page
TotalRisk Man page
TrackingError Man page
TreynorRatio Man page
UPR Man page
UlcerIndex Man page
UpDownRatios Man page
UpsideFrequency Man page
UpsidePotentialRatio Man page
UpsideRisk Man page
VaR Man page
VaR.CornishFisher Man page
VolatilitySkewness Man page
allsymbols Man page
apply.fromstart Man page
apply.rolling Man page
bluefocus Man page
bluemono Man page
bond.dates Man page
bond.labels Man page
centeredcomoment Man page
centeredmoment Man page
chart.ACF Man page
chart.ACFplus Man page
chart.Bar Man page
chart.BarVaR Man page
chart.Boxplot Man page
chart.CaptureRatios Man page
chart.Correlation Man page
chart.CumReturns Man page
chart.Drawdown Man page
chart.ECDF Man page
chart.Events Man page
chart.Histogram Man page
chart.QQPlot Man page
chart.Regression Man page
chart.RelativePerformance Man page
chart.RiskReturnScatter Man page
chart.RollingCorrelation Man page
chart.RollingMean Man page
chart.RollingPerformance Man page
chart.RollingQuantileRegression Man page
chart.RollingRegression Man page
chart.Scatter Man page
chart.SnailTrail Man page
chart.StackedBar Man page
chart.TimeSeries Man page
chart.TimeSeries.base Man page
chart.VaRSensitivity Man page
charts.Bar Man page
charts.BarVaR Man page
charts.PerformanceSummary Man page
charts.RollingPerformance Man page
charts.RollingRegression Man page
charts.TimeSeries Man page
checkData Man page
checkSeedValue Man page
clean.boudt Man page
closedsymbols Man page
cycles.dates Man page
dark6equal Man page
dark8equal Man page
edhec Man page
equity.dates Man page
equity.labels Man page
fillsymbols Man page
findDrawdowns Man page
greenfocus Man page
greenmono Man page
grey6mono Man page
grey8mono Man page
kurtosis Man page
legend Man page
linesymbols Man page
lpm Man page
macro.dates Man page
macro.labels Man page
managers Man page
maxDrawdown Man page
mean.LCL Man page
mean.UCL Man page
mean.geometric Man page
mean.stderr Man page
mean.utils Man page
opensymbols Man page
portfolio_bacon Man page
prices Man page
rainbow10equal Man page
rainbow12equal Man page
rainbow6equal Man page
rainbow8equal Man page
redfocus Man page
redmono Man page
replaceTabs Man page
replaceTabs.inner Man page
rich10equal Man page
rich12equal Man page
rich6equal Man page
rich8equal Man page
risk.dates Man page
risk.labels Man page
sd.annualized Man page
sd.multiperiod Man page
set6equal Man page
set8equal Man page
skewness Man page
sortDrawdowns Man page
statsTable Man page
table.AnnualizedReturns Man page
table.Arbitrary Man page
table.Autocorrelation Man page
table.CAPM Man page
table.CalendarReturns Man page
table.CaptureRatios Man page
table.Correlation Man page
table.Distributions Man page
table.DownsideRisk Man page
table.DownsideRiskRatio Man page
table.Drawdowns Man page
table.DrawdownsRatio Man page
table.HigherMoments Man page
table.InformationRatio Man page
table.MonthlyReturns Man page
table.ProbOutPerformance Man page
table.Returns Man page
table.RollingPeriods Man page
table.SFM Man page
table.SpecificRisk Man page
table.Stats Man page
table.TrailingPeriods Man page
table.TrailingPeriodsRel Man page
table.UpDownRatios Man page
table.Variability Man page
test_returns Man page
test_weights Man page
textplot Man page
textplot.character Man page
textplot.data.frame Man page
textplot.default Man page
textplot.matrix Man page
tim10equal Man page
tim12equal Man page
tim6equal Man page
tim8equal Man page
to.monthly.contributions Man page
to.period.contributions Man page
to.quarterly.contributions Man page
to.weekly.contributions Man page
to.yearly.contributions Man page
tol10qualitative Man page
tol11qualitative Man page
tol12qualitative Man page
tol14rainbow Man page
tol15rainbow Man page
tol18rainbow Man page
tol1qualitative Man page
tol21rainbow Man page
tol2qualitative Man page
tol3qualitative Man page
tol4qualitative Man page
tol5qualitative Man page
tol6qualitative Man page
tol7qualitative Man page
tol8qualitative Man page
tol9qualitative Man page
weights Man page
zerofill Man page
braverock/PerformanceAnalytics documentation built on June 22, 2019, 10:58 p.m.