# table.AnnualizedReturns

##### Annualized Returns Summary: Statistics and Stylized Facts

Table of Annualized Return, Annualized Std Dev, and Annualized Sharpe

##### Usage

`table.AnnualizedReturns(R, scale = NA, Rf = 0, geometric = TRUE, digits = 4)`

##### Arguments

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

- scale
number of periods in a year (daily scale = 252, monthly scale = 12, quarterly scale = 4)

- Rf
risk free rate, in same period as your returns

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

- digits
number of digits to round results to

##### See Also

##### Examples

```
# NOT RUN {
data(managers)
table.AnnualizedReturns(managers[,1:8])
require("Hmisc")
result = t(table.AnnualizedReturns(managers[,1:8], Rf=.04/12))
textplot(format.df(result, na.blank=TRUE, numeric.dollar=FALSE,
cdec=c(3,3,1)), rmar = 0.8, cmar = 2, max.cex=.9,
halign = "center", valign = "top", row.valign="center",
wrap.rownames=20, wrap.colnames=10, col.rownames=c("red",
rep("darkgray",5), rep("orange",2)), mar = c(0,0,3,0)+0.1)
title(main="Annualized Performance")
# }
```

*Documentation reproduced from package PerformanceAnalytics, version 2.0.4, License:*

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