Displaying 1 result from an estimated 1 matches for "allfundstrats".
2012 Jun 14
1
Help for boxplot
...POINTS() to plot the performance of specific funds in the
related box plot, which are from the portfolio.
and used TEXTXY() to label its name.
#label portfolio funds
for(i in 1:T){
#loop through all strategies
#get strategy
strat = portStrats[i];
#identify all funds of that strategy
idx = allFundStrats == strat;
#get returns of the all funds
rets = allFundRets[idx];
#identify portfolio funds of the same strategy
portidx = fundStrats == strat;
#get returns and names
frets = fundrets[portidx];
fnames = fundNames[portidx];
N = length(frets);
#now figure out where to put the labels
s...