neg_rets_perc: Negative returns percentage in horizon.
In veldanie/SuraInvestmentAnalytics: Investment Analytics
View source: R/neg_rets_perc.R
neg_rets_perc R Documentation
Negative returns percentage in horizon.
Description
Negative returns percentage in horizon. When counting negative returns it does not matter if returns are log or arthmetic.
Usage
neg_rets_perc(series, w, horizons = "12M")
Arguments
series
data frame series.
w
Portfolio weights.
horizons
Vector of horizons in number of months.
type
Type of returns: arithmetic (discrete) or log (continuous)
Value
Negative returns percentage in horizon.
veldanie/SuraInvestmentAnalytics documentation built on April 14, 2024, 10:29 p.m.
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View source: R/neg_rets_perc.R
| neg_rets_perc | R Documentation |
Negative returns percentage in horizon.
Description
Negative returns percentage in horizon. When counting negative returns it does not matter if returns are log or arthmetic.
Usage
neg_rets_perc(series, w, horizons = "12M")
Arguments
series |
data frame series. |
w |
Portfolio weights. |
horizons |
Vector of horizons in number of months. |
type |
Type of returns: arithmetic (discrete) or log (continuous) |
Value
Negative returns percentage in horizon.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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