Usage
chart.RiskReturnScatter(R, Rf = 0,
main = "Annualized Return and Risk", add.names = TRUE,
xlab = "Annualized Risk", ylab = "Annualized Return",
method = "calc", geometric = TRUE, scale = NA,
add.sharpe = c(1, 2, 3), add.boxplots = FALSE,
colorset = 1, symbolset = 1,
element.color = "darkgray", legend.loc = NULL,
xlim = NULL, ylim = NULL, cex.legend = 1,
cex.axis = 0.8, cex.main = 1, cex.lab = 1, ...)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
scale
number of periods in a year (daily scale =
252, monthly scale = 12, quarterly scale = 4)
geometric
utilize geometric chaining (TRUE) or
simple/arithmetic chaining (FALSE) to aggregate returns,
default TRUE
main
set the chart title, same as in plot
add.names
plots the row name with the data point.
default TRUE. Can be removed by setting it to NULL
xlab
set the x-axis label, as in
plot ylab
set the y-axis label, as in
plot method
if set as "calc", then the function will
calculate values from the set of returns passed in. If
method is set to "nocalc" then we assume that R is a
column of return and a column of risk (e.g., annualized
returns, annualized risk), in that order.
add.sharpe
this draws a Sharpe ratio line that
indicates Sharpe ratio levels of c(1,2,3). Lines
are drawn with a y-intercept of the risk free rate and
the slope of the appropriate Sharpe ratio level. Lines
should be removed where not appropria
add.boxplots
TRUE/FALSE adds a boxplot summary of
the data on the axis
colorset
color palette to use, set by default to
rational choices
symbolset
from pch in plot,
submit a set of symbols to be used in the same order as
the data sets submitted element.color
provides the color for drawing chart
elements, such as the box lines, axis lines, etc. Default
is "darkgray"
legend.loc
places a legend into one of nine
locations on the chart: bottomright, bottom, bottomleft,
left, topleft, top, topright, right, or center.
xlim
set the x-axis limit, same as in
plot ylim
set the y-axis limit, same as in
plot cex.axis
The magnification to be used for axis
annotation relative to the current setting of 'cex', same
as in plot. cex.legend
The magnification to be used for sizing
the legend relative to the current setting of 'cex'.
cex.main
The magnification to be used for sizing
the title relative to the current setting of 'cex'.
cex.lab
The magnification to be used for x and y
labels relative to the current setting of 'cex'.
...
any other passthru parameters to
plot