View source: R/neg_rets_perc.R
neg_rets_perc | R Documentation |
Negative returns percentage in horizon. When counting negative returns it does not matter if returns are log or arthmetic.
neg_rets_perc(series, w, horizons = "12M")
series |
data frame series. |
w |
Portfolio weights. |
horizons |
Vector of horizons in number of months. |
type |
Type of returns: arithmetic (discrete) or log (continuous) |
Negative returns percentage in horizon.
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