rportfolio (version 0.0.3)

semi.deviation: Semi Deviation/ Down side Deviation

Description

Calculates the semi deviation of the xts object

Usage

semi.deviation(R1)

Arguments

R1

Returns dataset of the portfolio

Value

Calculates the semi deviation of the xts object

Details

Semi-deviation is a method of measuring the below-mean fluctuations in the returns on investment.

Examples

# NOT RUN {
 semi.deviation(funds$ret1)
# }