PerformanceAnalytics (version 0.9.5)

managers: Hypothetical Alternative Asset Manager Data and Fixed Income Benchmarks

Description

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.

Usage

managers

format

CSV conformed into a data.frame with monthly observations

Examples

data(managers)

#preview the data
head(managers)

#summary period statistics
summary(managers)

#cumulative returns
tail(cumprod.column(1+managers),1)