table.Returns {PerformanceAnalytics}R Documentation

Monthly and Calendar year Return table

Description

Returns a table of returns formatted with years in rows, months in columns, and a total column in the last column. For additional columns in R, annual returns will be appended as columns.

      Jan   Feb   Mar   Apr  May   Jun   Jul   Aug   Sep   Oct   Nov   Dec    Year
2003 -1.05 -3.16 -1.07  7.99 8.97  1.49 -2.03 -0.79  4.32 -0.89 -1.21  3.05  15.83
2004  1.83 -0.70  2.45  0.36 0.13 -1.92  0.66 -1.74 -1.37 -0.08  3.90 -0.52   2.87
2005  2.00  1.28 -1.04 -0.18 1.64  1.91  4.24  1.92 -1.63  1.45 -0.35  0.00  11.68
2006  2.10    NA    NA    NA   NA    NA    NA    NA    NA    NA    NA    NA   2.10

Usage

table.Returns(R, digits = 1, as.perc = TRUE)

Arguments

R a vector, matrix, data frame, timeSeries or zoo object of asset returns
digits number of digits to round results to for presentation
as.perc TRUE/FALSE if TRUE, multiply simple returns by 100 to get %

Value

table of returns

Note

This function assumes monthly returns, and does not currently have handling for other scales.

This function defaults to the first column as the returns to be formatted, but the function will format the column specified.

Author(s)

Peter Carl

References

See Also

Examples

data(edhec)
table.Returns(edhec)
t(table.Returns(edhec))
table.Returns(edhec[,c(13,2,4)])


[Package PerformanceAnalytics version 0.9.5 Index]