ratio.sharpe

<p>Risk Free Rate of Return, Default: 0</p>

<p>Calculates the Sharpe Ratio of the Portfolio</p>

Collection of tools to calculate portfolio performance metrics. Portfolio performance is a key measure for investors. These metrics are important to analyse how effectively their money has been invested. This package uses portfolio theories to give investor tools to evaluate their portfolio performance. For more information see,  Markowitz, H.M. (1952), <doi:10.2307/2975974>. Analysis of Investments & Management of Portfolios [2012, ISBN:978-8131518748].

Anurag Agrawal

ratio.sharpe: Sharpe Ratio

Description

Usage

Arguments

Value

Details