Package: rportfolio 0.0.3
rportfolio: Portfolio Theory
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].
Authors:
rportfolio_0.0.3.tar.gz
rportfolio_0.0.3.zip(r-4.5)rportfolio_0.0.3.zip(r-4.4)rportfolio_0.0.3.zip(r-4.3)
rportfolio_0.0.3.tgz(r-4.4-any)rportfolio_0.0.3.tgz(r-4.3-any)
rportfolio_0.0.3.tar.gz(r-4.5-noble)rportfolio_0.0.3.tar.gz(r-4.4-noble)
rportfolio_0.0.3.tgz(r-4.4-emscripten)rportfolio_0.0.3.tgz(r-4.3-emscripten)
rportfolio.pdf |rportfolio.html✨
rportfolio/json (API)
# Install 'rportfolio' in R: |
install.packages('rportfolio', repos = c('https://anuragagrawaal.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/anuragagrawaal/rportfolio/issues
- funds - Sample Portfolio Return
Last updated 4 years agofrom:9c3c617900. Checks:OK: 7. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Nov 08 2024 |
R-4.5-win | OK | Nov 08 2024 |
R-4.5-linux | OK | Nov 08 2024 |
R-4.4-win | OK | Nov 08 2024 |
R-4.4-mac | OK | Nov 08 2024 |
R-4.3-win | OK | Nov 08 2024 |
R-4.3-mac | OK | Nov 08 2024 |
Exports:alpha.capmbeta.capmjenson.alphamarkowitz.modelpremium.activeratio.informationratio.sharperatio.sortinoratio.treynorreturns.calrisk.premiumsemi.deviationtracking.error
Readme and manuals
Help Manual
Help page | Topics |
---|---|
CAPM Alpha | alpha.capm |
CAPM Beta | beta.capm |
Sample Portfolio Return | funds |
Jenson's Alpha | jenson.alpha |
Markowitz Mean-Variance Model | markowitz.model |
Active Premium | premium.active |
Information Ratio | ratio.information |
Sharpe Ratio | ratio.sharpe |
Sortino Ratio | ratio.sortino |
Treynor Ratio | ratio.treynor |
Annualized Returns | returns.cal |
Risk Premium of a Security | risk.premium |
Semi Deviation/ Down side Deviation | semi.deviation |
Tracking Error | tracking.error |