chart.RollingPerformance(R, width = 12,
FUN = "Return.annualized", ..., ylim = NULL,
main = NULL, fill = NA)
CAPM.beta
won't work, but
Return.annualized
will)na.fill
for details.plot
plot
plot
or the function specifiedna.pad
has been deprecated; use
fill = NA
instead of na.pad = TRUE
, or
fill = NULL
instead of na.pad = FALSE
.charts.RollingPerformance
,
rollapply
data(edhec) chart.RollingPerformance(edhec[, 1:3], width = 24) chart.RollingPerformance(edhec[, 1:3], FUN = 'mean', width = 24, colorset = rich8equal, lwd = 2, legend.loc = "topleft", main = "Rolling 24-Month Mean Return") chart.RollingPerformance(edhec[, 1:3], FUN = 'SharpeRatio.annualized', width = 24, colorset = rich8equal, lwd = 2, legend.loc = "topleft", main = "Rolling 24-Month Sharpe Ratio")
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