#' @title Computes different risk measures for multiple asset returns.
#'
#' @description This function computes different risk measures for multiple assets.
#'
#' @param block_dat contains the returns data for multiple assets.
#'
#' @return The function returns the matrix containging risk measures.
#' \item{risk_mat}{A matrix containing risk measures for different assets.}
#'
#' @author Pushpak Sarkar
#'
constructRiskStats <- function(block_dat){
risk_mat <- matrix(0, nrow=6, ncol=ncol(block_dat))
row.names(risk_mat) <- c("Mean", "Volatility", "Skewness", "Kurtosis",
"Expected Shortfall", "Sharpe Ratio")
colnames(risk_mat) <- colnames(block_dat)
# Compute the risk and performance measures
risk_mat["Mean", ] <- colMeans(block_dat)
risk_mat["Volatility", ] <- apply(block_dat, 2, sd)
risk_mat["Skewness", ] <- moments::skewness(block_dat)
risk_mat["Kurtosis", ] <- moments::kurtosis(block_dat)
risk_mat["Expected Shortfall", ] <- apply(block_dat, 2, expectedShortfall)
risk_mat["Sharpe Ratio", ] <- risk_mat["Mean", ] / risk_mat["Volatility", ]
return(risk_mat)
}
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