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</style></head><body><div>On Fri, 2025-03-07 at 07:40 -0600, Brian G. Peterson wrote:</div><blockquote type="cite" style="margin:0 0 0 .8ex; border-left:2px #729fcf solid;padding-left:1ex"><div>Arnaud,</div><div><br>You may want to look at 'PerformanceAnalytics' for a large number of performance and risk functions for financial time series, including a large number of standard tables and charts.</div></blockquote><div><br></div><div>Yes, I know a little bit the 'PerformanceAnalytics' package. I will certainly have a close look and do different work with it , but first I wanted to test Enrico package as it is simple and very straightforward. My portfolio is very simple, thus its management too.</div><blockquote type="cite" style="margin:0 0 0 .8ex; border-left:2px #729fcf solid;padding-left:1ex"><div><br></div><div>I can also recommend Bernhard Pfaff's excellent book 'Financial Risk Modeling and Portfolio Optimization with R, 2nd ed.'<br><br></div><div>Regards,<br><br>Brian</div><div><br></div><div><span></span></div></blockquote><div><br></div><div><span></span></div></body></html>