chart_PerfSummary {RTL} | R Documentation |
Cumulative performance and drawdown summary.
Description
Multi Asset Display of Cumulative Performance and Drawdowns
Usage
chart_PerfSummary(
ret = ret,
geometric = TRUE,
main = "Cumulative Returns and Drawdowns",
linesize = 1.25
)
Arguments
ret |
Wide dataframe univariate or multivariate of percentage returns. |
geometric |
Use geometric returns TRUE or FALSE. |
main |
Chart title. |
linesize |
Size of lines in chart and legend. |
Value
Cumulative performance and drawdown charts. ggplot
Author(s)
Philippe Cote
Examples
ret <- data.frame(
date = seq.Date(Sys.Date() - 60, Sys.Date(), 1),
CL01 = rnorm(61, 0, .01), RB01 = rnorm(61, 0, 0.02)
)
chart_PerfSummary(ret = ret,
geometric = TRUE,
main = "Cumulative Returns and Drawdowns",
linesize = 1.25)
[Package RTL version 1.3.5 Index]