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:Anurag Agrawal [aut, cre]

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'))

Peer review:

Bug tracker:https://github.com/anuragagrawaal/rportfolio/issues

Datasets:
  • funds - Sample Portfolio Return

On CRAN:

2.00 score 136 downloads 13 exports 3 dependencies

Last updated 4 years agofrom:9c3c617900. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 09 2024
R-4.5-winOKOct 09 2024
R-4.5-linuxOKOct 09 2024
R-4.4-winOKOct 09 2024
R-4.4-macOKOct 09 2024
R-4.3-winOKOct 09 2024
R-4.3-macOKOct 09 2024

Exports:alpha.capmbeta.capmjenson.alphamarkowitz.modelpremium.activeratio.informationratio.sharperatio.sortinoratio.treynorreturns.calrisk.premiumsemi.deviationtracking.error

Dependencies:latticextszoo

Readme and manuals

Help Manual

Help pageTopics
CAPM Alphaalpha.capm
CAPM Betabeta.capm
Sample Portfolio Returnfunds
Jenson's Alphajenson.alpha
Markowitz Mean-Variance Modelmarkowitz.model
Active Premiumpremium.active
Information Ratioratio.information
Sharpe Ratioratio.sharpe
Sortino Ratioratio.sortino
Treynor Ratioratio.treynor
Annualized Returnsreturns.cal
Risk Premium of a Securityrisk.premium
Semi Deviation/ Down side Deviationsemi.deviation
Tracking Errortracking.error