\HeaderA{table.DownsideRisk}{Downside Risk Summary: Statistics and Stylized Facts}{table.DownsideRisk}
\keyword{ts}{table.DownsideRisk}
\keyword{multivariate}{table.DownsideRisk}
\keyword{distribution}{table.DownsideRisk}
\keyword{models}{table.DownsideRisk}
\begin{Description}\relax
Creates estimates of various downside risk measures.
\end{Description}
\begin{Usage}
\begin{verbatim}
table.DownsideRisk(R, ci = 0.95, scale = NA, Rf = 0, MAR = 0.1/12, p = 0.95, digits = 4)
\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{ci}] confidence interval, defaults to 95\% 
\item[\code{scale}] number of periods in a year (daily scale = 252, monthly scale = 12, quarterly scale = 4) 
\item[\code{Rf}] risk free rate, in same period as your returns 
\item[\code{MAR}] Minimum Acceptable Return, in the same periodicity as your returns 
\item[\code{p}] confidence level for calculation, default p=.99 
\item[\code{digits}] number of digits to round results to 
\end{ldescription}
\end{Arguments}
\begin{Value}
A dataframe organized as a table of estimates of downside risk measures for comparison across multiple instruments or funds.
\end{Value}
\begin{Author}\relax
Peter Carl
\end{Author}
\begin{SeeAlso}\relax
\code{\LinkA{DownsideDeviation}{DownsideDeviation}}  \\
\code{\LinkA{maxDrawdown}{maxDrawdown}}  \\
\code{\LinkA{VaR}{VaR}}  \\
\code{\LinkA{ES}{ES}}  \\
\end{SeeAlso}
\begin{Examples}
\begin{ExampleCode}
data(edhec)
table.DownsideRisk(edhec, Rf=.04/12, MAR =.05/12, p=.95)
\end{ExampleCode}
\end{Examples}

