ret_SqRootofT: Return using the square-root-of-T rule
In rexmacey/TaxAwareAA: Tax Aware Asset Allocation
Description
Usage
Arguments
Value
Examples
Description
This calculation follows that described on page 16 of RAFI AA-Asset_Class-Risk.pdf document.
Usage
1
ret_SqRootofT(p, ExpRetAnnual, SD, T, method = "RAFI")
Arguments
p
probability of doing worse than the result
ExpRetAnnual
Annualized expected return
SD
Annualized standard deviation
T
Time in years
method
(unused)
Value
value Annualized return with at least a probability of p of occurring.
Examples
1
ret_SqRootofT(0.025,1.3,14.3,10)
rexmacey/TaxAwareAA documentation built on Dec. 3, 2019, 7:54 a.m.
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Description Usage Arguments Value Examples
Description
This calculation follows that described on page 16 of RAFI AA-Asset_Class-Risk.pdf document.
Usage
1 | ret_SqRootofT(p, ExpRetAnnual, SD, T, method = "RAFI")
|
Arguments
p |
probability of doing worse than the result |
ExpRetAnnual |
Annualized expected return |
SD |
Annualized standard deviation |
T |
Time in years |
method |
(unused) |
Value
value Annualized return with at least a probability of p of occurring.
Examples
1 | ret_SqRootofT(0.025,1.3,14.3,10)
|
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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