compute_annualized_returns: Compute annualized returns based on daily returns for matrix...
In lorenzbr/PortfolioTracker: Track the Performance of Your Investment Portfolio
compute_annualized_returns R Documentation
Compute annualized returns based on daily returns for matrix or xts
Description
Compute annualized returns based on daily returns for matrix or xts
Usage
compute_annualized_returns(R, scale = 252)
Arguments
R
An xts or matrix with returns
scale
A numeric for the number of periods in a year (daily = 252 is
default, monthly = 12, quarterly = 4, yearly = 1)
Value
A data frame with annualized returns for all investments
lorenzbr/PortfolioTracker documentation built on Feb. 11, 2023, 8:27 a.m.
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| compute_annualized_returns | R Documentation |
Compute annualized returns based on daily returns for matrix or xts
Description
Compute annualized returns based on daily returns for matrix or xts
Usage
compute_annualized_returns(R, scale = 252)
Arguments
R |
An xts or matrix with returns |
scale |
A numeric for the number of periods in a year (daily = 252 is default, monthly = 12, quarterly = 4, yearly = 1) |
Value
A data frame with annualized returns for all investments
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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