Sharpe.ratio {FinCal} | R Documentation |
Computing Sharpe Ratio
Description
Computing Sharpe Ratio
Usage
Sharpe.ratio(rp, rf, sd)
Arguments
rp |
portfolio return |
rf |
risk-free return |
sd |
standard deviation of portfolio retwns |
See Also
Examples
Sharpe.ratio(rp=0.038,rf=0.015,sd=0.07)
[Package FinCal version 0.6.3 Index]