calc_metrics_2funds: Calculate Performance Metrics for 2-Fund Portfolios with...

In vandomed/stocks: Stock Market Analysis

Description

Useful for assessing the characteristics of 2-fund portfolios.

Usage

calc_metrics_2funds(
  gains = NULL,
  metrics = c("mean", "sd"),
  tickers = NULL,
  ...,
  prices = NULL,
  benchmark = "SPY",
  ref.tickers = NULL
)

Arguments

gains	Data frame with a date variable named Date and one column of gains for each fund.
metrics	Character vector specifying metrics to calculate. See ?calc_metrics for choices.
tickers	Character vector of ticker symbols, where the first two are are a 2-fund pair, the next two are another, and so on.
...	Arguments to pass along with tickers to load_gains.
prices	Data frame with a date variable named Date and one column of prices for each fund.
benchmark	Character string specifying which fund to use as a benchmark for metrics that require one.
ref.tickers	Character vector of ticker symbols to include.

Value

Data frame with performance metrics for each portfolio at each allocation.

Examples

## Not run: 
# Calculate CAGR and max drawdown for UPRO/VBLTX
df <- calc_metrics_2funds(
  metrics = c("cagr", "mdd"),
  tickers = c("UPRO", "VBLTX")
)
head(df)

# To plot, just pipe into plot_metrics_2funds
df %>%
  plot_metrics_2funds()

# Or bypass calc_metrics_2funds altogether
plot_metrics_2funds(
  formula = cagr ~ mdd,
  tickers = c("UPRO", "VBLTX")
)

## End(Not run)

vandomed/stocks documentation built on July 22, 2020, 3:25 a.m.