PerformanceAnalytics (version 1.1.0)

table.CalendarReturns: Monthly and Calendar year Return table

Description

Returns a table of returns formatted with years in rows, months in columns, and a total column in the last column. For additional columns in R, annual returns will be appended as columns.

Usage

table.CalendarReturns(R, digits = 1, as.perc = TRUE,
    geometric = TRUE)

Arguments

R

an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns

digits

number of digits to round results to for presentation

as.perc

TRUE/FALSE if TRUE, multiply simple returns by 100 to get %

geometric

utilize geometric chaining (TRUE) or simple/arithmetic chaining (FALSE) to aggregate returns, default TRUE

Examples

data(managers)
t(table.CalendarReturns(managers[,c(1,7,8)]))

# prettify with format.df in hmisc package
require("Hmisc")
result = t(table.CalendarReturns(managers[,c(1,8)]))
textplot(format.df(result, na.blank=TRUE, numeric.dollar=FALSE, cdec=rep(1,dim(result)[2])), rmar = 0.8, cmar = 1,  max.cex=.9, halign = "center", valign = "top", row.valign="center", wrap.rownames=20, wrap.colnames=10, col.rownames=c( rep("darkgray",12), "black", "blue"), mar = c(0,0,3,0)+0.1)
title(main="Calendar Returns")