information_ratio: Calculate a strategy's information ratio
In jonaselm/fluxcapacitor: A Quantitative Backtesting Engine
Description
Usage
Arguments
Value
Description
The information ratio is used to measure risk-adjusted return relative to a benchmark.
Usage
1
information_ratio(strategy_object, benchmark_returns)
Arguments
strategy_object
a strategy object
benchmark_returns
the benchmark returns, either numeric or a vector with the same
periodicity as the strategy object's ledger.
Value
a tibble containing the strategy's information ratio
jonaselm/fluxcapacitor documentation built on May 16, 2019, 2:53 a.m.
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Description Usage Arguments Value
Description
The information ratio is used to measure risk-adjusted return relative to a benchmark.
Usage
1 | information_ratio(strategy_object, benchmark_returns)
|
Arguments
strategy_object |
a strategy object |
benchmark_returns |
the benchmark returns, either numeric or a vector with the same periodicity as the strategy object's ledger. |
Value
a tibble containing the strategy's information ratio
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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