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PerformanceAnalytics (version 2.0.4)

table.AnnualizedReturns: Annualized Returns Summary: Statistics and Stylized Facts

Description

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

Usage

table.AnnualizedReturns(R, scale = NA, Rf = 0, geometric = TRUE, digits = 4)

Arguments

R

an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns

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

geometric

utilize geometric chaining (TRUE) or simple/arithmetic chaining (FALSE) to aggregate returns, default TRUE

digits

number of digits to round results to

See Also

Return.annualized StdDev.annualized SharpeRatio.annualized

Examples

Run this code
# NOT RUN {
data(managers)
table.AnnualizedReturns(managers[,1:8])

require("Hmisc")
result = t(table.AnnualizedReturns(managers[,1:8], Rf=.04/12))

textplot(format.df(result, na.blank=TRUE, numeric.dollar=FALSE, 
         cdec=c(3,3,1)), rmar = 0.8, cmar = 2,  max.cex=.9, 
         halign = "center", valign = "top", row.valign="center", 
         wrap.rownames=20, wrap.colnames=10, col.rownames=c("red", 
         rep("darkgray",5), rep("orange",2)), mar = c(0,0,3,0)+0.1)
         
title(main="Annualized Performance")

# }

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