| managers {PerformanceAnalytics} | R Documentation |
A xts object 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.
managers
CSV conformed into a zoo object with monthly observations
Please note that the `managers' data set included with PerformanceAnalytics will be periodically updated with new managers and information. If you intend to use this data set in automated tests, please be sure to subset your data like managers[1:120,1:6] to use the first ten years of observations on HAM1-HAM6.
data(managers) #preview the data head(managers) #summary period statistics summary(managers) #cumulative returns tail(cumprod(1+managers),1)