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PerformanceAnalytics (version 0.9.5)

table.AnnualizedReturns: 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

See Also

Return.annualized StdDev.annualized SharpeRatio.annualized