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/
        [[alternative HTML version deleted]]

_______________________________________________
R-SIG-Finance@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should 
go.

Reply via email to