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].
Version: | 0.0.3 |
Depends: | R (≥ 2.10) |
Imports: | xts, zoo, stats |
Suggests: | spelling |
Published: | 2020-06-12 |
Author: | Anurag Agrawal [aut, cre] |
Maintainer: | Anurag Agrawal <agrawalanurag1999 at gmail.com> |
License: | GPL-3 |
NeedsCompilation: | no |
Language: | en-US |
CRAN checks: | rportfolio results |
Reference manual: | rportfolio.pdf |
Package source: | rportfolio_0.0.3.tar.gz |
Windows binaries: | r-devel: rportfolio_0.0.3.zip, r-release: rportfolio_0.0.3.zip, r-oldrel: rportfolio_0.0.3.zip |
macOS binaries: | r-release: rportfolio_0.0.3.tgz, r-oldrel: rportfolio_0.0.3.tgz |
Please use the canonical form https://CRAN.R-project.org/package=rportfolio to link to this page.