
SemiDeviation(Ra)
SemiVariance(Ra)
This function is implemented as a wrapper of DownsideDeviation with MAR=mean(R).
In many functions like Markowitz optimization, semideviation may be substituted directly, and the covariance matrix may be constructed from semideviation rather than from variance.
DownsideDeviation
data(edhec)
head(edhec[,7,drop=FALSE])
sd(edhec[,7])
SemiDeviation(edhec[,7])
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