README.md

In mannymistry/extRnalmgrs: What the Package Does (One Line, Title Case)

extRnalmgrs

The goal of extRnalmgrs is to help you determine if an investment is up to your standards through visualizations and summary statisitics. Use at your own risk

Installation

<!-- install.packages("extRnalmgrs") -->

# install.packages("devtools")
devtools::install_github("mannymistry/extRnalmgrs")

Cone Chart and Summary Stats

library(extRnalmgrs)
library(PerformanceAnalytics)
#> Loading required package: xts
#> Loading required package: zoo
#> 
#> Attaching package: 'zoo'
#> The following objects are masked from 'package:base':
#> 
#>     as.Date, as.Date.numeric
#> 
#> Attaching package: 'PerformanceAnalytics'
#> The following object is masked from 'package:graphics':
#> 
#>     legend
library(ggplot2)
data("managers")
generate_cone_chart(managers$HAM3, 0.08/12, 0.40, 12)

generate_select_summary_stats(managers$HAM3, 0.08, 0.01)
#>                                              
#> Monthly Volatility         0.0365125920753395
#> Annual Volatility           0.126483329181049
#> Average Monthly Return     0.0124469696969697
#> Average Annual Return       0.166072763425483
#> Monthly Sharpe Ratio       0.0670171455349064
#> Annual Sharpe Ratio         0.172241668390838
#> Sortino Ratio              -0.887040795787711
#> Drawdown Start                     2000-09-30
#> Drawdown Trough                    2003-01-31
#> Drawdown End                       2005-07-31
#> Drawdown Length                       -0.2894
#> Drawdown                                   59
#> Periods to Drawdown Trough                 29
#> Periods to Recovery                        30

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mannymistry/extRnalmgrs documentation built on Aug. 30, 2020, 12:04 a.m.