GenCoreMetrics: Get core performance metrics for monthly log returns
In hughshuwang/isocyanate: isocyanate (R-N=C=O)
Description
Get core performance metrics for monthly log returns
Usage
1
2
GenCoreMetrics(total.ret, benchmark.ret = total.ret,
period = c("Monthly", "Daily"), market.ret = NULL, rf = 0)
Arguments
total.ret
xts object monthly log returns
market.ret
xts same size and index of total.ret
rf
numeric monthly risk free rate, default: 3%
banchmark.ret
xts same size and index of total.ret
peroid
period of returns, for diff annualized factors
hughshuwang/isocyanate documentation built on May 30, 2019, 7:17 a.m.
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Description
Get core performance metrics for monthly log returns
Usage
1 2 | GenCoreMetrics(total.ret, benchmark.ret = total.ret,
period = c("Monthly", "Daily"), market.ret = NULL, rf = 0)
|
Arguments
total.ret |
xts object monthly log returns |
market.ret |
xts same size and index of total.ret |
rf |
numeric monthly risk free rate, default: 3% |
banchmark.ret |
xts same size and index of total.ret |
peroid |
period of returns, for diff annualized factors |
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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