table.AnnualizedReturns {PerformanceAnalytics}R Documentation

Annualized Returns Summary: Statistics and Stylized Facts

Description

Table of Annualized Return, Annualized Std Dev, and Annualized Sharpe

Usage

table.AnnualizedReturns(R, ci = 0.95, scale = 12, rf = 0, digits = 4)

Arguments

R a vector, matrix, data frame, timeSeries or zoo object of asset returns
ci confidence interval, defaults to 95%
scale number of periods in a year (daily scale = 252, monthly scale = 12, quarterly scale = 4)
rf risk free rate, in same period as your returns
digits number of digits to round results to

Value

A table of estimates of annualized returns and risk measures

Author(s)

Peter Carl

See Also

Return.annualized
StdDev.annualized
SharpeRatio.annualized


[Package PerformanceAnalytics version 0.9.7.1 Index]