YRmisc (version 0.1.6)

pt.sdexrtn: Standard deviation of excess return

Description

The standard deviation of excess return is simply the standard deviation of the asset return over the benchmark return.

Usage

pt.sdexrtn(ar,br)

Arguments

ar

:a vector of a risk asset return

br

:a vector of benchmark return

Examples

# NOT RUN {
artn <- runif(12, -1, 1)
brtn <- runif(12,-1,1)
pt.sdexrtn(artn,brtn)
# }