ouroreo.blogg.se - Chart.cumreturns colorset

#Chart.cumreturns colorset pro#
#Chart.cumreturns colorset series#

#Chart.cumreturns colorset pro#

and 34: PerformanceAnalytics-package 33 pro.and 32: PerformanceAnalytics-package 31 pro.and 30: PerformanceAnalytics-package 29 ret.and 28: PerformanceAnalytics-package 27 ami.

and 26: PerformanceAnalytics-package 25 see.

and 24: PerformanceAnalytics-internal 23 yj.

and 22: Omega 21 option written on the inve.

and 20: KellyRatio 19 Arguments Ra rf metho.

A chart with time on the x-axis and the value peak equity attained on the y-axis. Drawdowns are measured as a percentage of that maximum cumulative return, in effect, measured from peak equity. any other passthru parameters Any time the cumulative returns dips below the maximum cumulative returns, it’s a drawdown. ) Arguments R Details Value Note colorset legend.loc a vector, matrix, data frame, timeSeries or zoo object of asset returns color palette to use, set by default to rational choices places a legend into one of nine locations on the chart: bottomright, bottom, bottomleft, left, topleft, top, topright, right, or center. chart.Drawdown(R, legend.loc = NULL, colorset = (1:12).

#Chart.cumreturns colorset series#

Note Author(s) Peter CarlĬhart.Drawdown 71 References See Also chart.TimeSeries plot Examples data(edhec) chart.CumReturns(edhec,main="Cumulative Returns") chart.CumReturns(edhec,wealth.index=TRUE, main="Value of \$1") chart.Drawdown Time series chart of drawdowns through time Description Usage A time series chart demonstrating drawdowns from peak equity attained through time, calculated from periodic returns. Value A timeseries line chart of the cumulative return series. any other passthru parameters Cumulates the return series and displays either as a wealth index or as cumulative returns. axis - the initial value (1 or zero) of the axis.first - prior value of the first column given for the reference or longer series or,.color palette to use, set by default to rational choices Align shorter series to: Usage chart.CumReturns(R, wealth.index = FALSE, legend.loc = NULL, colorset =(1:12), begi Arguments R Details a vector, matrix, data frame, timeSeries or zoo object of asset returns wealth.index if wealth.index is TRUE, shows the "value of $1", starting the cumulation of returns at 1 rather than zero legend.loc colorset begin places a legend into one of nine locations on the chart: bottomright, bottom, bottomleft, left, topleft, top, topright, right, or center. 70 chart.CumReturns Examples chart.CumReturns Cumulates and graphs a set of periodic returns Description Chart that cumulates the periodic returns given and draws a line graph of the results as a "wealth index".