calc_sortino: Calculate Sortino ratio

View source: R/ttool.R

calc_sortinoR Documentation

Calculate Sortino ratio

Description

Calculate Sortino ratio

Usage

calc_sortino(ret, annualize_factor = 252)

Arguments

ret

return to calculate Sortino ratio

annualize_factor

factor to annualise return provide

Value

Sortino ratio

Examples

calc_sortino(0.1)

yunching/tidymas documentation built on Feb. 5, 2023, 1:42 p.m.