ann_risk: Annualized Risk
In maxto/qapi: Low-level functions for quantitative analysis
ann_risk R Documentation
Annualized Risk
Description
Annualized standard deviation
Usage
ann_risk(x, t = 252)
Arguments
x
asset returns
t
frequency of data. 1: yearly, 4: quarterly, 12: monthly, 52: weekly, 252: daily
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_risk(xx,t=12)
maxto/qapi documentation built on Feb. 1, 2024, 9:42 a.m.
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| ann_risk | R Documentation |
Annualized Risk
Description
Annualized standard deviation
Usage
ann_risk(x, t = 252)
Arguments
x |
asset returns |
t |
frequency of data. 1: yearly, 4: quarterly, 12: monthly, 52: weekly, 252: daily |
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_risk(xx,t=12)
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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