<html><head><meta name="color-scheme" content="light dark"></head><body><pre style="word-wrap: break-word; white-space: pre-wrap;">\HeaderA{charts.PerformanceSummary}{Create combined wealth index, period performance, and drawdown chart}{charts.PerformanceSummary}
\keyword{ts}{charts.PerformanceSummary}
\keyword{multivariate}{charts.PerformanceSummary}
\keyword{distribution}{charts.PerformanceSummary}
\keyword{models}{charts.PerformanceSummary}
\keyword{hplot}{charts.PerformanceSummary}
\begin{Description}\relax
For a set of returns, create a wealth index chart, bars for monthly performance, and underwater chart for drawdown.
\end{Description}
\begin{Usage}
\begin{verbatim}
charts.PerformanceSummary(R, Rf = 0, main = NULL, methods = c("ModifiedVaR",
                 "HistoricalVaR"), width = 0, event.labels = NULL, ylog
                 = FALSE, wealth.index = FALSE, gap = 12, begin =
                 c("first", "axis"), legend.loc = "topleft", ...)
\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, as in \code{plot} 
\item[\code{methods}] Used to select the risk parameter to use in the chart.BarVaR.
May be any of:
\Itemize{
\item None - does not add a line,
\item ModifiedVaR - uses Cornish-Fisher modified VaR,
\item GaussianVaR - uses traditional Value at Risk,
\item HistoricalVaR - calculates historical Value at Risk,
\item StdDev - monthly standard deviation of trailing 12 month returns.
}

\item[\code{begin}] Align shorter series to:
\Itemize{
\item first - prior value of the first column given for the reference or longer series or,
\item axis  - the initial value (1 or zero) of the axis.
}
passthru to \code{\LinkA{chart.CumReturns}{chart.CumReturns}}

\item[\code{event.labels}] TRUE/FALSE whether or not to display lines and labels for historical market shock events 
\item[\code{wealth.index}] if \code{wealth.index} is \code{TRUE}, shows the "value of \$1", starting the cumulation of returns at 1 rather than zero 
\item[\code{width}] number of periods to apply rolling function window over 
\item[\code{gap}] numeric number of periods from start of series to use to train risk calculation 
\item[\code{ylog}] TRUE/FALSE set the y-axis to logarithmic scale, similar to \code{\LinkA{plot}{plot}}, default FALSE 
\item[\code{legend.loc}] sets the legend location in the top chart.  Can be set to NULL or nine locations on the chart: bottomright, bottom, bottomleft, left, topleft, top, topright, right, or center. 
\item[\code{...}] any other passthru parameters 
\end{ldescription}
\end{Arguments}
\begin{Note}\relax
Most inputs are the same as "\code{\LinkA{plot}{plot}}" and are principally included so that some sensible defaults could be set.
\end{Note}
\begin{Author}\relax
Peter Carl
\end{Author}
\begin{SeeAlso}\relax
\code{\LinkA{chart.CumReturns}{chart.CumReturns}} \\
\code{\LinkA{chart.BarVaR}{chart.BarVaR}} \\
\code{\LinkA{chart.Drawdown}{chart.Drawdown}}
\end{SeeAlso}
\begin{Examples}
\begin{ExampleCode}
data(edhec)
charts.PerformanceSummary(edhec[,c(1,13)])
\end{ExampleCode}
\end{Examples}

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