managers {PerformanceAnalytics} | R Documentation |
A data frame that contains columns of monthly returns for six hypothetical asset managers (HAM1 through HAM6), the EDHEC Long-Short Equity hedge fund index, the S&P 500 total returns, and total return series for the US Treasury 10-year bond and 3-month bill. Monthly returns for all series end in December 2006 and begin at different periods starting from January 1996.
Note that all the EDHEC indices are available in edhec
.
managers
CSV conformed into a data.frame with monthly observations
data(managers) #preview the data head(managers) #summary period statistics summary(managers) #cumulative returns tail(cumprod.column(1+managers),1)