table.AnnualizedReturns {PerformanceAnalytics} | R Documentation |
Table of Annualized Return, Annualized Std Dev, and Annualized Sharpe
table.AnnualizedReturns(R, ci = 0.95, scale = 12, rf = 0, digits = 4)
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 |
A table of estimates of annualized returns and risk measures
Peter Carl
Return.annualized
StdDev.annualized
SharpeRatio.annualized