defineBenchmark: Define a benchmark A benchmark is used to compare the...

In rexmacey/fundAnalysis: Provides Analytics on Mututal Funds and ETFs

Usage

defineBenchmark(shortName = "Bench", description = "Benchmark",
  symbol = NULL, weights = 1, startDate = "1970-01-01", freq = "M")

Arguments

shortName	A short name used much the way a symbol (ticker) might be used as a column head.
description	A longer description of the benchmark (e.g., 50 \item symbolA symbol (ticker) or character vector of symbols \item weightsWeights of the symbol(s). Length must match the symbol \item startDateStart date to get the prices for the benchmarks \item freqFrequency of returns for the benchmark ("M" or "D")

List with information about the benchmark Define a benchmark A benchmark is used to compare the performance of a fund against. A benchmark may be a single symbol with a weight of 1, or a blend of multiple symbols (a vector) defineBenchmark("SP500","S&P 500 ETF", "SPY", 1) defineBenchmark("Bench","50% S&P 500 / 50% Barclay's Agg", c("SPY","AGG"), c(0.5,0.5))

rexmacey/fundAnalysis documentation built on Dec. 2, 2019, 5:50 p.m.