ann_return: Annualized return

In maxto/qapi: Low-level functions for quantitative analysis

Annualized return

Description

Average annualized returns

Usage

ann_return(x, t = 252, is_geom = TRUE)

Arguments

x	asset returns
t	frequency of data. 1: yearly, 4: quarterly, 12: monthly, 52: weekly, 252: daily
is_geom	TRUE geometric, FALSE simple

Value

numeric

Examples

xx <- c(0.003,0.026,0.015,-0.009,0.014,0.024,0.015,0.066,-0.014,0.039)
ann_return(xx,t=12)

maxto/qapi documentation built on Feb. 1, 2024, 9:42 a.m.