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| Name | Last modified | Size | Description |
|---|---|---|---|---|
| Parent Directory | - | ||
| 00Index.html | 2009-10-22 13:44 | 22K | |
| ActivePremium.html | 2009-10-22 13:44 | 2.0K | |
| BetaCoMoments.html | 2009-10-22 13:44 | 5.3K | |
| CAPM.alpha.html | 2009-10-22 13:44 | 2.3K | |
| CAPM.beta.html | 2009-10-22 13:44 | 4.4K | |
| CAPM.utils.html | 2009-10-22 13:44 | 5.0K | |
| CalmarRatio.html | 2009-10-22 13:44 | 3.2K | |
| CoMoments.html | 2009-10-22 13:44 | 3.9K | |
| DownsideDeviation.html | 2009-10-22 13:44 | 4.9K | |
| ES.html | 2009-10-22 13:44 | 14K | |
| InformationRatio.html | 2009-10-22 13:44 | 2.3K | |
| KellyRatio.html | 2009-10-22 13:44 | 2.7K | |
| MultivariateMoments.html | 2008-09-30 10:00 | 3.4K | |
| MultivariateRisk.MM.html | 2008-09-30 10:00 | 4.4K | |
| Omega.html | 2009-10-22 13:44 | 4.3K | |
| PerformanceAnalytics-internal.html | 2009-10-22 13:44 | 7.0K | |
| PerformanceAnalytics-package.html | 2009-10-22 13:44 | 56K | |
| Return.Geltner.html | 2009-10-22 13:44 | 2.5K | |
| Return.annualized.html | 2009-10-22 13:44 | 2.4K | |
| Return.calculate.html | 2009-10-22 13:44 | 3.2K | |
| Return.clean.html | 2009-10-22 13:44 | 3.0K | |
| Return.cumulative.html | 2009-10-22 13:44 | 1.8K | |
| Return.excess.html | 2009-10-22 13:44 | 2.4K | |
| Return.portfolio.html | 2009-10-22 13:44 | 2.8K | |
| Return.read.html | 2009-10-22 13:44 | 3.6K | |
| Return.relative.html | 2009-10-22 13:44 | 1.5K | |
| SharpeRatio.annualized.html | 2009-10-22 13:44 | 3.1K | |
| SharpeRatio.html | 2009-10-22 13:44 | 2.3K | |
| SharpeRatio.modified.html | 2009-10-22 13:44 | 3.0K | |
| SmoothingIndex.html | 2009-10-22 13:44 | 5.8K | |
| SortinoRatio.html | 2009-10-22 13:44 | 3.1K | |
| StdDev.annualized.html | 2009-10-22 13:44 | 3.0K | |
| Style.html | 2009-10-22 13:44 | 9.2K | |
| TrackingError.html | 2009-10-22 13:44 | 2.2K | |
| TreynorRatio.html | 2009-10-22 13:44 | 2.5K | |
| UpDownRatios.html | 2009-10-22 13:44 | 3.0K | |
| UpsidePotentialRatio.html | 2009-10-22 13:44 | 4.7K | |
| VaR.Beyond.html | 2008-09-30 10:00 | 2.9K | |
| VaR.CornishFisher.html | 2008-09-30 10:00 | 8.9K | |
| VaR.Marginal.html | 2008-09-30 10:00 | 2.5K | |
| VaR.html | 2009-10-22 13:44 | 17K | |
| apply.fromstart.html | 2009-10-22 13:44 | 2.0K | |
| apply.rolling.html | 2009-10-22 13:44 | 2.4K | |
| centeredmoments.html | 2009-10-22 13:44 | 3.3K | |
| chart.ACF.html | 2009-10-22 13:44 | 2.5K | |
| chart.Bar.html | 2009-10-22 13:44 | 2.1K | |
| chart.BarVaR.html | 2009-10-22 13:44 | 6.4K | |
| chart.Boxplot.html | 2009-10-22 13:44 | 4.2K | |
| chart.CaptureRatios.html | 2009-10-22 13:44 | 4.7K | |
| chart.Correlation.color.html | 2008-09-30 10:00 | 2.1K | |
| chart.Correlation.html | 2009-10-22 13:44 | 1.5K | |
| chart.CumReturns.html | 2009-10-22 13:44 | 2.7K | |
| chart.Drawdown.html | 2009-10-22 13:44 | 2.5K | |
| chart.ECDF.html | 2009-10-22 13:44 | 3.7K | |
| chart.Events.html | 2009-10-22 13:44 | 3.6K | |
| chart.Histogram.html | 2009-10-22 13:44 | 8.5K | |
| chart.QQPlot.html | 2009-10-22 13:44 | 6.3K | |
| chart.Regression.html | 2009-10-22 13:44 | 5.5K | |
| chart.RelativePerformance.html | 2009-10-22 13:44 | 3.6K | |
| chart.RiskReturnScatter.html | 2009-10-22 13:44 | 5.6K | |
| chart.RollingCorrelation.html | 2009-10-22 13:44 | 2.4K | |
| chart.RollingMean.html | 2009-10-22 13:44 | 2.1K | |
| chart.RollingPerformance.html | 2009-10-22 13:44 | 8.7K | |
| chart.RollingRegression.html | 2009-10-22 13:44 | 4.1K | |
| chart.Scatter.html | 2009-10-22 13:44 | 3.9K | |
| chart.SnailTrail.html | 2009-10-22 13:44 | 5.8K | |
| chart.StackedBar.html | 2009-10-22 13:44 | 7.4K | |
| chart.TimeSeries.html | 2009-10-22 13:45 | 8.8K | |
| chart.VaRSensitivity.html | 2009-10-22 13:45 | 4.5K | |
| charts.PerformanceSummary.html | 2009-10-22 13:45 | 3.9K | |
| charts.RollingPerformance.html | 2009-10-22 13:45 | 2.4K | |
| checkData.html | 2009-10-22 13:45 | 2.4K | |
| clean.boudt.html | 2009-10-22 13:45 | 6.4K | |
| cum.utils.html | 2008-09-30 10:00 | 2.0K | |
| download.RiskFree.html | 2008-09-30 10:00 | 2.2K | |
| download.SP500PriceReturns.html | 2008-09-30 10:00 | 2.3K | |
| edhec.html | 2009-10-22 13:45 | 3.1K | |
| findDrawdowns.html | 2009-10-22 13:45 | 2.6K | |
| kurtosis.html | 2009-10-22 13:45 | 2.5K | |
| managers.html | 2009-10-22 13:45 | 1.8K | |
| maxDrawdown.html | 2009-10-22 13:45 | 1.9K | |
| mean.utils.html | 2009-10-22 13:45 | 2.5K | |
| rollingRegression.html | 2008-09-30 10:00 | 2.0K | |
| rollingStat.html | 2008-09-30 10:00 | 2.2K | |
| skewness.html | 2009-10-22 13:45 | 2.3K | |
| sortDrawdowns.html | 2009-10-22 13:45 | 2.2K | |
| table.AnnualizedReturns.html | 2009-10-22 13:45 | 2.0K | |
| table.Arbitrary.html | 2009-10-22 13:45 | 5.0K | |
| table.Autocorrelation.html | 2009-10-22 13:45 | 2.2K | |
| table.CAPM.html | 2009-10-22 13:45 | 2.3K | |
| table.CalendarReturns.html | 2009-10-22 13:45 | 2.3K | |
| table.CaptureRatios.html | 2009-10-22 13:45 | 2.1K | |
| table.Correlation.html | 2009-10-22 13:45 | 1.8K | |
| table.DownsideRisk.html | 2009-10-22 13:45 | 2.3K | |
| table.Drawdowns.html | 2009-10-22 13:45 | 2.1K | |
| table.HigherMoments.html | 2009-10-22 13:45 | 2.6K | |
| table.MonthlyReturns.html | 2009-10-22 13:45 | 1.8K | |
| table.RollingPeriods.html | 2009-10-22 13:45 | 2.5K | |
| textplot.html | 2009-10-22 13:45 | 8.4K | |
| weights.html | 2009-10-22 13:45 | 1.2K | |