ETFs: Daily prices and total returns for 24 ETFs.
In rubetron/AssetAllocation: Backtesting Simple Asset Allocation Strategies
ETFs R Documentation
Daily prices and total returns for 24 ETFs.
Description
Data set containing daily prices and total returns for 37 exchange-traded
funds (ETFs) as well as daily returns for U.S. Treasury bills
(risk-free asset).
Usage
data(ETFs)
Format
An object of class "list"
- Prices
xts object with daily prices
- Returns
xts object with daily total returns
- Description
data.frame with information about the ETFs
- risk_free
xts object with daily returns of U.S. Treasury bills
Examples
data(ETFs)
head(ETFs$Prices)
ETFs$Description
rubetron/AssetAllocation documentation built on Dec. 2, 2023, 12:57 a.m.
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| ETFs | R Documentation |
Daily prices and total returns for 24 ETFs.
Description
Data set containing daily prices and total returns for 37 exchange-traded funds (ETFs) as well as daily returns for U.S. Treasury bills (risk-free asset).
Usage
data(ETFs)
Format
An object of class "list"
- Prices
xtsobject with daily prices- Returns
xtsobject with daily total returns- Description
data.framewith information about the ETFs- risk_free
xtsobject with daily returns of U.S. Treasury bills
Examples
data(ETFs)
head(ETFs$Prices)
ETFs$Description
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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