[R-SIG-Finance] Return.annualized(PerformanceAnalytics)

[Brian G. Peterson]

Jorge Nieves wrote:
> Hi,
>
> I have a dataSet of returns with 15 columns. I would like to compute the
> geometric annualized returns.  I can do that easily with a loop, but I
> was wondering it can be done with the apply function. If so, does anyone
> knows the syntax?
>
>   This is the specification I would like to use.
>
> Return.annualized(x, scale = 252, geometric = TRUE)
>   
Return.annualized has had multi-column support since September of last 
year.  It will apply over your columns for you.

Regards,

  - Brian

-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock