Description Usage Arguments Value Examples
This is the exact calculation rather than the ar = gr + var /2 approximation See https://web.stanford.edu/~wfsharpe/mia/rr/mia_rr3.htm
1 |
gm |
Numeric vector of long-run geometric-mean returns. |
sd |
standard deviation |
The arithmetic mean, given gm
and sd
.
1 | gm_to_r(0.07331263, .12)
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.