RTL (version 1.2.0)

chart_PerfSummary: Cumulative performance and drawdown summary.

Description

Multi Asset Display of Cumulative Performance and Drawdowns

Usage

chart_PerfSummary(
  ret = ret,
  geometric = TRUE,
  main = "Cumulative Returns and Drawdowns",
  linesize = 1.25
)

Value

Cumulative performance and drawdown charts.

Arguments

ret

Wide dataframe univariate or multivariate of percentage returns.

geometric

Use geometric returns TRUE or FALSE.

main

Chart title.

linesize

Size of lines in chart and legend.

Author

Philippe Cote

Examples

ret <- data.frame(
  date = seq.Date(Sys.Date() - 60, Sys.Date(), 1),
  CL01 = rnorm(61, 0, .01), RB01 = rnorm(61, 0, 0.02)
)
chart_PerfSummary(ret = ret,
geometric = TRUE,
main = "Cumulative Returns and Drawdowns",
linesize = 1.25)