# Analyze Historical Performance of Individual Funds or a Portfolio of Funds

### Description

Calculate various measures of historical performance (total growth, compound annual growth rate, maximum drawdown, Sharpe ratio, Sortino ratio) for requested funds and portfolio of requested funds with specified weights.

### Usage

1 2 |

### Arguments

`tickers` |
Character string or vector of ticker symbols. |

`from` |
Date or character string in form of date (e.g. '2015-01-01' for Jan. 1, 2015), indicating the starting date for the period of interest. Default is 1 year prior to current date. |

`to` |
Date or character string in form of date (e.g. '2016-01-01' for Jan. 1, 2016), indicating the ending date for the period of interest. Default is current date. |

`weights` |
Vector of numeric weights or allocations to each fund in tickers vector. Function rebalances weights to add to 1 if they do not already. |

`reference.tickers` |
Character string or vector indicating ticker symbols of reference funds to compare results against. |

`plot.growth` |
If TRUE, function plots growth of \$10k for individual funds, portfolio of funds, and reference funds. |

### Value

List where first element is matrix of performance metrics, second element is matrix of daily gains, third element is matrix of daily balances for initial \$10k investment, and fourth element is plot of growth of \$10k (if requested).

### Note

This function prints warnings which are typically nothing to worry about.

### Author(s)

Dane R. Van Domelen

### References

Acknowledgment: This material is based upon work supported by the National Science Foundation Graduate Research Fellowship under Grant No. DGE-0940903.

### See Also

NA

### Examples

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