pt.annrtn {YRmisc}

Annualized return

Description

This function takes a series of annual returns and calculate the annualized return.

Usage

pt.annrtn(r,n)

Arguments

r

:annual returns

n

:number of years

Examples

r <- runif(100,-1,1) # generate random number to simulate returns
annualizedreturn <- pt.annrtn(r,100)