R: Annualized Returns Summary: Statistics and Stylized Facts

table.AnnualizedReturns {PerformanceAnalytics}

R Documentation

Annualized Returns Summary: Statistics and Stylized Facts

Table of Annualized Return, Annualized Std Dev, and Annualized Sharpe

table.AnnualizedReturns(R, scale = NA, Rf = 0, geometric = TRUE, digits = 4)

`R`	an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns
`geometric`	generate geometric (TRUE) or simple (FALSE) returns, default TRUE
`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

A table of estimates of annualized returns and risk measures

Peter Carl

data(managers)
table.AnnualizedReturns(managers[,1:8])

[Package PerformanceAnalytics version 0.9.9-5 Index]