Description Usage Arguments Value
This is normally used to show annual returns for an equity curve overlaid with its associated annual max drawdown.
1 2 3 4 5 |
rets |
An xts of periodic returns, typically annual returns. |
mdd |
An xts of periodic maximum drawdowns with the same structure as rets. |
barcolors |
A vector of 3 colors for the bars. Default red, green, orange. |
main |
The title text. |
legend.loc |
The X,Y location of the legend. If NULL, then no legend is plotted. |
yrange |
The numeric range for the Y axis. Useful to extend / shorten it. NULL will calculate it automatically. |
xmgp |
See par() for mgp. This moves the title and the axises around. |
annotateYrs |
Logical. Whether to show the years on the X axis. Note that the period of returns should be years for this to work properly. |
legend.horiz |
Logical. Passed on as horiz to legend() and used to set the legend horizontally rather than vertically. |
cex.<param> |
These are the various cex values. cex.lab for the Y-label size, cex.axis for the Y-axis size, cex.legend for the legend size, cex.names for the X-axis label size, cex.main for the title, cex.text for the annotated text on the plot (the average line). |
Nothing is returned per se. This function creates a plot.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.