semi.deviation {rportfolio}

Semi Deviation/ Down side Deviation

Description

Calculates the semi deviation of the xts object

Usage

semi.deviation(R1)

Arguments

R1

Returns dataset of the portfolio

Details

Semi-deviation is a method of measuring the below-mean fluctuations in the returns on investment.

Value

Calculates the semi deviation of the xts object

Examples

 semi.deviation(funds$ret1)