# sterling

From tseries v0.9-17
by Kurt Hornik

##### Sterling Ratio

This function computes the Sterling ratio of the univariate time series
(or vector) `x`

.

- Keywords
- ts

##### Usage

`sterling(x)`

##### Arguments

- x
- a numeric vector or univariate time series corresponding to a portfolio's cumulated returns.

##### Details

The Sterling ratio is defined as a portfolio's overall return divided
by the portfolio's `maxdrawdown`

statistic. In finance the
Sterling Ratio represents a measure of the portfolio's risk-adjusted
return.

##### Value

- a double representing the Sterling ratio.

##### See Also

##### Examples

```
data(EuStockMarkets)
dax <- log(EuStockMarkets[,"DAX"])
ftse <- log(EuStockMarkets[,"FTSE"])
sterling(dax)
sterling(ftse)
```

*Documentation reproduced from package tseries, version 0.9-17, License: GPL (see file COPYING)*

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