Hi everyone,

I am trying to use the table.CalendarReturns from the Performance Analytics
package with daily returns.

I am getting some weird results and i guess it has to do with the fact that
my returns are daily. The command I am using is listed below:

t(table.CalendarReturns(tradedata$daily.pnl.norm["1998/2012"],as.perc=TRUE,digits=4,geometric=TRUE))

1) is there anything wrong with my command? if not, is there any way to
transform the daily results to monthly?

2) is there a function that would give me the same table for volatility and
sharpe?

Thank you all in advance,

Nikos

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