weights {PerformanceAnalytics}R Documentation

Selected Portfolio Weights Data

Description

An xts object that contains columns of monthly weights for a subset of the EDHEC hedge fund indexes that demonstrate rebalancing portfolios through time.

Note that all the EDHEC indices are available in edhec.

Usage

managers

Format

CSV conformed into a zoo object with monthly observations

Details

A relatively random weights file used for charting examples.

Examples

data(weights)

#preview the data
head(weights)


[Package PerformanceAnalytics version 0.9.9-5 Index]