calc_metrics_overtime: Calculate Performance Metrics over Time
In vandomed/stocks: Stock Market Analysis

Description Usage Arguments Value Examples

Useful for assessing how one or two performance metrics vary over time, for one or several funds. Supports fixed-width rolling windows, fixed-width disjoint windows, and disjoint windows on per-month or per-year basis.

calc_metrics_overtime(
  gains = NULL,
  metrics = c("mean", "sd"),
  tickers = NULL,
  ...,
  type = "hop.year",
  minimum.n = 3,
  prices = NULL,
  benchmark = "SPY"
)

`gains`	Data frame with one column of gains for each investment and a date variable named Date.
`metrics`	Character vector specifying metrics to calculate. See `?calc_metrics` for choices.
`tickers`	Character vector of ticker symbols that Yahoo! Finance recognizes, if you want to download data on the fly.
`...`	Arguments to pass along with `tickers` to `load_gains`.
`type`	Character string or vector specifying type of calculation. Choices are (1) `"roll.n"` where n is a positive integer; (2) `"hop.n"` where n is a positive integer; (3) `"hop.month"`; (4) `"hop.year"`; and (5) vector of break-point dates, e.g. `c("2019-01-01", "2019-06-01")` for 3 periods. The "roll" and "hop" options correspond to rolling and disjoint windows, respectively.
`minimum.n`	Integer value specifying the minimum number of observations per period, e.g. if you want to exclude short partial months at the beginning or end of the analysis period.
`prices`	Data frame with a date variable named Date and one column of prices for each investment.
`benchmark`	Character string specifying which fund to use as a benchmark for metrics that require one.

Data frame with performance metrics for each investment.

## Not run: 
# Calculate annual CAGR's, MDD's, and Sharpe ratios for FANG stocks
calc_metrics_overtime(
  tickers = c("FB", "AAPL", "NFLX", "GOOG"),
  metrics = c("cagr", "mdd", "sharpe"),
  type = "hop.year"
)

## End(Not run)