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

Global functions
.onLoad Source code
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 Source code
BetaCoMoments Man page
BetaCoSkewness Man page Source code
BetaCoVariance Man page Source code
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 Source code
CalmarRatio Man page
CoKurtosis Man page Source code
CoKurtosisMatrix Man page
CoMoments Man page
CoSkewness Man page Source code
CoSkewnessMatrix Man page
CoVariance Man page Source code
DRatio Man page
DownsideDeviation Man page
DownsideFrequency Man page
DownsidePotential Man page
DrawdownDeviation Man page
DrawdownPeak Man page
Drawdowns Man page Man page
ES Man page
ES.CornishFisher Source code
ES.CornishFisher.portfolio Source code
ES.Gaussian Source code
ES.Gaussian.portfolio Source code
ES.historical Source code
ES.historical.portfolio Source code
ES.kernel.portfolio Source code
ETL Man page
FamaBeta Man page
Frequency Man page
GES.MM Source code
GVaR.MM Source code
HurstIndex Man page
InformationRatio Man page
Ipower Source code
Kappa Man page
KellyRatio Man page
M2Sortino Man page
M3.MM Man page Source code
M3.MM.old Source code
M4.MM Man page Source code
M4.MM.old Source code
MSquared Man page
MSquaredExcess Man page
MarketTiming Man page
MartinRatio Man page
MeanAbsoluteDeviation Man page
Modigliani Man page
NetSelectivity Man page
Omega Man page Source code
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
Portmean Source code
Portsd Source code
ProspectRatio Man page
Return.Geltner Man page
Return.annualized Man page
Return.annualized.excess Man page
Return.calculate Man page Source code
Return.centered Man page
Return.clean Man page Source code
Return.cumulative Man page
Return.excess Man page
Return.portfolio Man page
Return.portfolio.arithmetic Source code
Return.portfolio.geometric Source code
Return.read Man page
Return.rebalancing Man page Source code
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
SR.GES.MM Source code
SR.GVaR.MM Source code
SR.StdDev.MM Source code
SR.mES.MM Source code
SR.mVaR.MM Source code
Selectivity Man page
SemiDeviation Man page
SemiVariance Man page
SharpeRatio Man page
SharpeRatio.annualized Man page
SharpeRatio.modified Man page
Skewness-KurtosisRatio Man page
SkewnessKurtosisRatio Man page
SmoothingIndex Man page
SortinoRatio Man page
SpecificRisk Man page
StdDev Man page
StdDev.MM Source code
StdDev.annualized Man page
SterlingRatio Man page
SystematicRisk Man page
TimingRatio Man page
TotalRisk Man page
TrackingError Man page
TreynorRatio Man page
UPR Man page
UlcerIndex Man page
UpDownRatios Man page Source code
UpsideFrequency Man page
UpsidePotentialRatio Man page
UpsideRisk Man page
VaR Man page
VaR.CornishFisher Man page Source code
VaR.CornishFisher.portfolio Source code
VaR.Gaussian Source code
VaR.Gaussian.portfolio Source code
VaR.Marginal Source code
VaR.historical Source code
VaR.historical.portfolio Source code
VaR.kernel.portfolio Source code
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 Source code
centeredmoment Man page Source code
chart.ACF Man page Source code
chart.ACFplus Man page Source code
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 Source code
chart.Events Man page
chart.Histogram Man page Source code
chart.QQPlot Man page Source code
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
clean.boudt Man page Source code
closedsymbols Man page
cycles.dates Man page
dark6equal Man page
dark8equal Man page
derIpower Source code
derportm2 Source code
derportm3 Source code
derportm4 Source code
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
kernel Source code
kurtosis Man page
kurtosis.MM Source code
legend Man page
linesymbols Man page
lpm Man page Source code
mES.MM Source code
mVaR.MM Source code
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
multivariate_mean Source code
opensymbols Man page
operES.CornishFisher Source code
operES.CornishFisher.portfolio Source code
portfolio_bacon Man page
portm2 Source code
portm3 Source code
portm4 Source code
prices Man page
pvalJB Source code
rainbow10equal Man page
rainbow12equal Man page
rainbow6equal Man page
rainbow8equal Man page
redfocus Man page
redmono Man page
replaceTabs Man page Source code
replaceTabs.inner Man page Source code
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
skewness.MM Source code
sortDrawdowns Man page
statsTable Man page Source code
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 Source code
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
textplot Man page Source code
textplot.character Man page
textplot.data.frame Man page Source code
textplot.default Man page Source code
textplot.matrix Man page Source code
tim10equal Man page
tim12equal Man page
tim6equal Man page
tim8equal 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
cloudcello/PerformanceAnalytics documentation built on May 13, 2019, 8:04 p.m.