Displaying 1 result from an estimated 1 matches for "treynorratio".
2012 Nov 09
2
TreynorRatio
i read about the performance analytics package
i have a doubt about the TreynorRatio
i have code
g=getSymbols("IBM")
> c=Cl(g)
> r=Return.calculate(c)
> SharpeRatio.annualized(r)
IBM.Close
Annualized Sharpe Ratio (Rf=0%) 0.3566339
> TreynorRatio (ret)
Error in inherits(x, "xts") : argument "Rb" is mi...