Usage
chart.SnailTrail(R, Rf = 0,
main = "Annualized Return and Risk",
add.names = c("all", "lastonly", "firstandlast", "none"),
xlab = "Annualized Risk", ylab = "Annualized Return",
add.sharpe = c(1, 2, 3), colorset = 1:12,
symbolset = 16, legend.loc = NULL, xlim = NULL,
ylim = NULL, width = 12, stepsize = 12, lty = 1,
lwd = 2, cex.axis = 0.8, cex.main = 1, cex.lab = 1,
cex.text = 0.8, cex.legend = 0.8,
element.color = "darkgray", ...)
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
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
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
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 cex.legend
The magnification to be used for sizing
the legend relative to the current setting of 'cex'.
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
width
number of periods to apply rolling
calculations over, sometimes referred to as a 'window'
stepsize
the frequency with which to make the
rolling calculation
lty
set the line type, same as in
plot
lwd
set the line width, same as in
plot
cex.lab
The magnification to be used for sizing
the label relative to the current setting of 'cex',
similar to plot
. cex.main
The magnification to be used for sizing
the main chart relative to the current setting of 'cex',
as in plot
. cex.axis
The magnification to be used for sizing
the axis text relative to the current setting of 'cex',
similar to plot
. cex.text
The magnification to be used for sizing
the text relative to the current setting of 'cex',
similar to plot
. ...
any other passthru parameters