calendar_returns: Compute Calendar returns at the monthly and yearly level.

Description Usage Arguments

View source: R/performance.R

Description

Compute Calendar returns at the monthly and yearly level.

Usage

1
calendar_returns(rets, digits = 3, percent = FALSE)

Arguments

rets

Daily Return xts object for the asset

digits

Number of digits

percent

Use Percents or decimals?


martinbel/TradingTools documentation built on June 13, 2021, 4:21 a.m.