Hi all,

I am using the
t(table.AnnualizedReturns(tradedata$daily.pnl.norm["2003/2010"],Rf=0,geometric=TRUE))
at the Performance Analytics package to calculate the annualized returns,
stdev and sharpe for the strategies output.

The function returns a table like the one below for all the years included
at the dataseries:

               Annualized Return Annualized Std Dev Annualized Sharpe (Rf=0%)
daily.pnl.norm            0.1018             0.0617                     1.649


I was wondering if there is a way to calculate the same metrics on a yearly
basis. As an example:



                     Annualized Return Annualized Std Dev Annualized
Sharpe (Rf=0%)
daily.pnl.norm[2003]            0.1018             0.0617
       1.649

daily.pnl.norm[2004]            0.0200             0.0200
       1.000

daily.pnl.norm[2005]            0.0100             0.0200
       0.500

.

.

.

.
Is there any table that i can use to calculate the above table?

Thank you,

Nikos

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