[R-SIG-Finance] PerformanceAnalytics

Pankaj K Agarwal p@nk@j@b| @end|ng |rom y@hoo@com
Wed Sep 8 11:14:34 CEST 2021


Dear AllIn the PerformanceAnalytics package, there is a function that computes annualized Sharpe Ratios. However, the same is not available for computing annualized values of other metrics like Treynor's Ratio, Sortiono Ratio etc. Can someone please help? Regards,Pankaj K Agarwal
+91-98397-11444http://in.linkedin.com/in/pankajkagarwal/
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