calc_sharpe: Calculate Sharpe
In yunching/tidymas: A collection of RMD utilities
calc_sharpe R Documentation
Calculate Sharpe
Description
Calculate Sharpe
Usage
calc_sharpe(ret, annualize_factor = 252)
Arguments
ret
return
annualize_factor
Factor to use for annualise provided return
Value
Sharpe ratio
Examples
calc_sharpe(0.1)
yunching/tidymas documentation built on Feb. 5, 2023, 1:42 p.m.
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| calc_sharpe | R Documentation |
Calculate Sharpe
Description
Calculate Sharpe
Usage
calc_sharpe(ret, annualize_factor = 252)
Arguments
ret |
return |
annualize_factor |
Factor to use for annualise provided return |
Value
Sharpe ratio
Examples
calc_sharpe(0.1)
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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