pt.btavg {YRmisc}

Batting average

Description

The batting average of the asset is the ratio between the number of periods where the asset outperforms a benchmark and the total number of periods.

Usage

pt.btavg(ar,br)

Arguments

ar

:a vector of a risk asset return

br

:a vector of a benchmark return

Examples

artn <- runif(100,-1,1)
brtn <- runif(100,-1,1)
pt.btavg(artn,brtn)