Create combined wealth index, period performance, and drawdown chart
Description
For a set of returns, create a wealth index chart, bars for perperiod performance, and underwater chart for drawdown.
Usage
1 2 3 4 
Arguments
R 
an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns 
Rf 
risk free rate, in same period as your returns 
main 
set the chart title, as in 
geometric 
utilize geometric chaining (TRUE) or simple/arithmetic chaining (FALSE) to aggregate returns, default TRUE 
methods 
Used to select the risk parameter of trailing

width 
number of periods to apply rolling function window over 
event.labels 
TRUE/FALSE whether or not to display lines and labels for historical market shock events 
ylog 
TRUE/FALSE set the yaxis to logarithmic scale, similar to

wealth.index 
if 
gap 
numeric number of periods from start of series to use to train risk calculation 
begin 
Align shorter series to:
passthru to

legend.loc 
sets the legend location in the top chart. Can be set to NULL or nine locations on the chart: bottomright, bottom, bottomleft, left, topleft, top, topright, right, or center. 
p 
confidence level for calculation, default p=.95 
... 
any other passthru parameters 
Note
Most inputs are the same as "plot
" and are principally
included so that some sensible defaults could be set.
Author(s)
Peter Carl
See Also
chart.CumReturns
chart.BarVaR
chart.Drawdown
Examples
1 2  data(edhec)
charts.PerformanceSummary(edhec[,c(1,13)])
