portfolio_bacon: Bacon(2008) Data
In braverock/PerformanceAnalytics: Econometric Tools for Performance and Risk Analysis
portfolio_bacon R Documentation
Bacon(2008) Data
Description
A xts object that contains columns of monthly returns for an example of portfolio
and its benchmark
Usage
portfolio_bacon
Format
CSV conformed into an xts object with monthly observations
Examples
data(portfolio_bacon)
#preview the data
head(portfolio_bacon)
#summary period statistics
summary(portfolio_bacon)
#cumulative returns
tail(cumprod(1+portfolio_bacon),1)
braverock/PerformanceAnalytics documentation built on Feb. 16, 2024, 5:37 a.m.
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| portfolio_bacon | R Documentation |
Bacon(2008) Data
Description
A xts object that contains columns of monthly returns for an example of portfolio and its benchmark
Usage
portfolio_baconFormat
CSV conformed into an xts object with monthly observations
Examples
data(portfolio_bacon)
#preview the data
head(portfolio_bacon)
#summary period statistics
summary(portfolio_bacon)
#cumulative returns
tail(cumprod(1+portfolio_bacon),1)
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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