[R-SIG-Finance] making sense of 100's of funds

Gabor Grothendieck ggrothendieck at gmail.com
Sat Aug 11 13:55:10 CEST 2007

On 8/11/07, paul sorenson <sf at metrak.com> wrote:
> Ok - thanks for the tips off list Brian and Patrick.
> After reading through some of the PerformanceAnalytics docs one of the
> first things I tried to do was convert the daily unit prices to returns.
>  Just looking at the resulting time series is enlightening in its own
> right (I guess I should be surprised).
> The next bit it more of an R style question.  I currently have the data
> in one data frame with the fund name as a factor.
>  > names(funds)
>  [1] "fundname"   "tier"       "region"     "assetClass" "security"
>  [6] "style"      "geared"     "hedged"     "pdate"      "EntryPrice"
> [11] "ExitPrice"  "Group"
> Plotting the raw prices is almost a trivial matter with xyplot's formula
> interface, with or without groups:
> print(xyplot(ExitPrice ~ pdate | fundname,  data=funds, type='l',
>              layout=c(2,4),
>              par.strip.text=list(cex=0.7)))
> It may just be my inexperience with lattice but once I start dealing
> with zoo objects, then lattice doesn't seem to be quite so convenient.
> I could cbind the returns back into the the dataframe and continue using
> xyplot but it seems that would be throwing away the features of zoo.
> What do people on the list do?

Read the documentation in ?xyplot.zoo and ?plot.zoo   .

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