\HeaderA{chart.SnailTrail}{chart risk versus return over rolling time periods}{chart.SnailTrail}
\keyword{ts}{chart.SnailTrail}
\begin{Description}\relax
A chart that shows rolling calculations of annualized return and annualized standard deviation have proceeded through time.  Lines and dots are darker for more recent time periods.
\end{Description}
\begin{Usage}
\begin{verbatim}
chart.SnailTrail(R, Rf = 0, main = "Annualized Return and Risk", add.names = c("all", "lastonly", "firstandlast", "none"), xlab = "Annualized Risk", ylab = "Annualized Return", add.sharpe = c(1, 2, 3), colorset = 1:12, symbolset = 16, legend.loc = NULL, xlim = NULL, ylim = NULL, width = 12, stepsize = 12, lty = 1, lwd = 2, cex.axis = 0.8, cex.main = 1, cex.lab = 1, cex.text = 0.8, cex.legend = 0.8, element.color = "darkgray", ...)
\end{verbatim}
\end{Usage}
\begin{Arguments}
\begin{ldescription}
\item[\code{R}] an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns 
\item[\code{Rf}] risk free rate, in same period as your returns 
\item[\code{main}] set the chart title, same as in \code{plot} 
\item[\code{add.names}] plots the row name with the data point.  default TRUE. Can be removed by setting it to NULL 
\item[\code{xlab}] set the x-axis label, as in \code{\LinkA{plot}{plot}} 
\item[\code{ylab}] set the y-axis label, as in \code{\LinkA{plot}{plot}} 
\item[\code{add.sharpe}] this draws a Sharpe ratio line that indicates Sharpe ratio levels of \code{c(1,2,3)}.  Lines are drawn with a y-intercept of the risk free rate and the slope of the appropriate Sharpe ratio level.  Lines should be removed where not appropriate (e.g., sharpe.ratio = NULL). 
\item[\code{colorset}] color palette to use, set by default to rational choices 
\item[\code{symbolset}] from \code{pch} in \code{\LinkA{plot}{plot}},  submit a set of symbols to be used in the same order as the data sets submitted 
\item[\code{cex.legend}] The magnification to be used for sizing the legend relative to the current setting of 'cex'.  
\item[\code{element.color}] provides the color for drawing chart elements, such as the box lines, axis lines, etc. Default is "darkgray" 
\item[\code{legend.loc}] places a legend into one of nine locations on the chart: bottomright, bottom, bottomleft, left, topleft, top, topright, right, or center. 
\item[\code{xlim}] set the x-axis limit, same as in \code{\LinkA{plot}{plot}} 
\item[\code{ylim}] set the y-axis limit, same as in \code{\LinkA{plot}{plot}} 
\item[\code{width}] number of periods to apply rolling calculations over, sometimes referred to as a 'window' 
\item[\code{stepsize}] the frequency with which to make the rolling calculation 
\item[\code{lty}] set the line type, same as in \code{\LinkA{plot}{plot}} 
\item[\code{lwd}] set the line width, same as in \code{\LinkA{plot}{plot}} 
\item[\code{cex.lab}] The magnification to be used for sizing the label relative to the current setting of 'cex', similar to \code{\LinkA{plot}{plot}}. 
\item[\code{cex.main}] The magnification to be used for sizing the main chart relative to the current setting of 'cex', as in \code{\LinkA{plot}{plot}}. 
\item[\code{cex.axis}] The magnification to be used for sizing the axis text relative to the current setting of 'cex', similar to \code{\LinkA{plot}{plot}}. 
\item[\code{cex.text}] The magnification to be used for sizing the text relative to the current setting of 'cex', similar to \code{\LinkA{plot}{plot}}. 
\item[\code{...}] any other passthru parameters 
\end{ldescription}
\end{Arguments}
\begin{Value}
chart of risk and return coordinates through time
\end{Value}
\begin{Author}\relax
Peter Carl
\end{Author}
\begin{References}\relax
\textasciitilde{}put references to the literature/web site here \textasciitilde{}
\end{References}
\begin{SeeAlso}\relax
\code{\LinkA{chart.RiskReturnScatter}{chart.RiskReturnScatter}}
\end{SeeAlso}
\begin{Examples}
\begin{ExampleCode}
data(managers)
chart.SnailTrail(managers[,c("HAM2","SP500 TR"),drop=FALSE], width=36, stepsize=12, colorset=c('red','orange'),add.names="firstandlast", rf=.04/12, main="Trailing 36-month Performance Calc'd Every 12 Months")

\end{ExampleCode}
\end{Examples}

