I wonder whether there is any better method calculating ratios such as
SharpRatio, SortinoRatio and so on, for several managers.

>library(PerformanceAnalytics)
>data(managers)

It is ok if we just calculate SharpeRatio for one manager.
> SharpeRatio(managers[,1,drop=FALSE])
    HAM1
0.448145

But it seems that we could not calculate SharpeRatio for several managers at
once.
> SharpeRatio(managers[,c(1,3),drop=FALSE])
     HAM1      HAM3
0.4670831 0.3161724

The answer for HAM1 is different now.

> SharpeRatio(managers[,c(1,2,3),drop=FALSE])
HAM1 HAM2 HAM3
  NA   NA   NA

 I guess maybe I have not use the function properly.

If I change the mean function in SharpeRatio or SortinoRatio to colMeans
function, it seems ok.
Because PerformanceAnalytics provides many useful ratios I wonder whether
there are some better methods so one could utilize the ratio calculating for
several managers directly.

Any suggestion would be appreciated.

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