plot_metrics: Plot One Performance Metric (Sorted Bar Plot) or One vs....

In vandomed/stocks: Stock Market Analysis

Description

Useful for visualizing the performance of individual funds. For 2- and 3-fund portfolios, see plot_metrics_2funds and plot_metrics_3funds. To visualize any combination of single funds and 2- and 3-fund portfolios, see link{plot_metrics_123}.

Usage

plot_metrics(
  metrics = NULL,
  formula = cagr ~ mdd,
  tickers = NULL,
  ...,
  gains = NULL,
  prices = NULL,
  benchmark = "SPY",
  y.benchmark = benchmark,
  x.benchmark = benchmark,
  plotly = FALSE,
  title = NULL,
  base_size = 16,
  label_size = 5,
  ticklabel_size = 8,
  return = "plot"
)

Arguments

metrics	"Long" data frame with Fund column and column for each metric you want to plot. Typically the result of a prior call to calc_metrics.
formula	Formula specifying what to plot, e.g. cagr ~ mdd for CAGR vs. MDD, cagr ~ . for just CAGR, or . ~ mdd for just MDD. See ?calc_metrics for list of metrics to choose from.
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.
gains	Data frame with one column of gains for each investment and a date variable named Date.
prices	Data frame with one column of prices for each investment and a date variable named Date.
benchmark	Character string specifying which fund to use as a benchmark for metrics that require one.
y.benchmark	Character string specifying which fund to use as benchmark for y-axis metric.
x.benchmark	Character string specifying which fund to use as benchmark for x-axis metric.
plotly	Logical value for whether to convert the ggplot to a plotly object internally.
title	Character string.
base_size	Numeric value.
label_size	Numeric value.
ticklabel_size	Numeric value.
return	Character string specifying what to return. Choices are "plot", "data", and "both".

Value

Depending on return, a ggplot, a data frame with the source data, or a list containing both.

References

Jeffrey A. Ryan and Joshua M. Ulrich (2019). quantmod: Quantitative Financial Modelling Framework. R package version 0.4-15. https://CRAN.R-project.org/package=quantmod

Examples

## Not run: 
# Plot Sharpe ratio for FANG stocks
plot_metrics(formula = sharpe ~ ., tickers = fang)

# Create previous plot in step-by-step process with pipes
fang %>%
  load_gains() %>%
  calc_metrics("sharpe") %>%
  plot_metrics(. ~ sharpe)

# Plot CAGR vs. max drawdown for SPY and BRK-B
plot_metrics(formula = cagr ~ mdd, tickers = c("SPY", "BRK-B"))

# Create previous plot in step-by-step process with pipes
c("SPY", "BRK-B") %>%
  load_gains() %>%
  calc_metrics("cagr", "mdd") %>%
  plot_metrics(cagr ~ mdd)

## End(Not run)

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