table.DownsideRisk {PerformanceAnalytics} | R Documentation |

## Downside Risk Summary: Statistics and Stylized Facts

### Description

Creates estimates of various downside risk measures.

### Usage

table.DownsideRisk(R, ci = 0.95, scale = NA, Rf = 0, MAR = 0.1/12, p = 0.95, digits = 4)

### Arguments

`R` |
an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns |

`ci` |
confidence interval, defaults to 95% |

`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 |

`MAR` |
Minimum Acceptable Return, in the same periodicity as your returns |

`p` |
confidence level for calculation, default p=.99 |

`digits` |
number of digits to round results to |

### Value

A dataframe organized as a table of estimates of downside risk measures for comparison across multiple instruments or funds.

### Author(s)

Peter Carl

### See Also

`DownsideDeviation`

`maxDrawdown`

`VaR`

`ES`

### Examples

data(edhec)
table.DownsideRisk(edhec, Rf=.04/12, MAR =.05/12, p=.95)

[Package

*PerformanceAnalytics* version 0.9.9-5

Index]