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Sale ends in
Calculate cumulative return, annualized return, max drawdown, annualized sharp ratio, calmar ratio, sortino ratio, alpha, beta and information ratio with returns.
RiskIndicators(ret, rb, rf = 0)A matrix of return and risk indicators
vector of return
return of market portfolio
risk free rate
date <- as.Date("2015-01-01") + days(0:249)
ret <- as.xts(rnorm(250), date)
rb <- as.xts(rep(0, 250), date)
RiskIndicators(ret, rb = rb, rf = 0)
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