SR: Compute sample Sharpe Ratio from data

Description Usage Arguments Value Author(s) Examples

Description

Compute sample Sharpe Ratio from data

Usage

1
SR(data, ..., rf = 0)

Arguments

data

Vector of data

rf

Risk-free rate

Value

Value of Sample Sharpe Ratio

Author(s)

Xin Chen, chenx26@uw.edu

Examples

1
SR(rnorm(10))

chenx26/EstimatorStandardError documentation built on May 13, 2019, 3:53 p.m.