Usage
charts.PerformanceSummary(R, Rf = 0, main = NULL,
geometric = TRUE, methods = "none", width = 0,
event.labels = NULL, ylog = FALSE,
wealth.index = FALSE, gap = 12,
begin = c("first", "axis"), legend.loc = "topleft",
p = 0.95, ...)Arguments
R
an xts, vector, matrix, data frame, timeSeries
or zoo object of asset returns
Rf
risk free rate, in same period as your returns
p
confidence level for calculation, default p=.95
main
set the chart title, as in plot
geometric
utilize geometric chaining (TRUE) or
simple/arithmetic chaining (FALSE) to aggregate returns,
default TRUE
methods
Used to select the risk parameter of
trailing width returns to use in the
chart.BarVaR panel: May be any of:
- None - does not add a line,
- ModifiedVaR - uses Cornish-Fi
begin
Align shorter series to: - first - prior value of the first column given for the
reference or longer series or,
- axis - the initial
value (1 or zero) of the axis.
passthru to
char event.labels
TRUE/FALSE whether or not to display
lines and labels for historical market shock events
wealth.index
if wealth.index is
TRUE, shows the "value of $1", starting the
cumulation of returns at 1 rather than zero
width
number of periods to apply rolling function
window over
gap
numeric number of periods from start of series
to use to train risk calculation
ylog
TRUE/FALSE set the y-axis to logarithmic
scale, similar to plot, default FALSE legend.loc
sets the legend location in the top
chart. Can be set to NULL or nine locations on the
chart: bottomright, bottom, bottomleft, left, topleft,
top, topright, right, or center.
...
any other passthru parameters