Usage
charts.PerformanceSummary(R, Rf = 0, main = NULL, geometric=TRUE, methods = "none", width = 0, event.labels = NULL, ylog
= FALSE, wealth.index = FALSE, gap = 12, begin =
c("first", "axis"), legend.loc = "topleft", p=0.95,...)Arguments
R
an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns
Rf
risk free rate, in same period as your returns
p
confidence level for calculation, default p=.95
main
set the chart title, as in plot
geometric
generate geometric (TRUE) or simple (FALSE) returns, default TRUE
methods
Used to select the risk parameter of trailing width returns to use in the chart.BarVaR panel:
May be any of:
- None - does not add a line,
- ModifiedVaR - uses Cornish-
begin
Align shorter series to:
- first - prior value of the first column given for the reference or longer series or,
- axis - the initial value (1 or zero) of the axis.
passthru to c event.labels
TRUE/FALSE whether or not to display lines and labels for historical market shock events
wealth.index
if wealth.index is TRUE, shows the "value of $1", starting the cumulation of returns at 1 rather than zero
width
number of periods to apply rolling function window over
gap
numeric number of periods from start of series to use to train risk calculation
ylog
TRUE/FALSE set the y-axis to logarithmic scale, similar to plot, default FALSE legend.loc
sets the legend location in the top chart. Can be set to NULL or nine locations on the chart: bottomright, bottom, bottomleft, left, topleft, top, topright, right, or center.
...
any other passthru parameters