Recent content by Cinji18

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    R: Trouble using SharpeRatio from the PerformanceAnalytics package

    Thanks. I will check to see if that is the case.
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    R: Trouble using SharpeRatio from the PerformanceAnalytics package

    Thank you. At least that gives me some next steps.
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    R: Trouble using SharpeRatio from the PerformanceAnalytics package

    I left out the risk free rate in this example because I wanted to keep it simple for the forum, but I do use it in my actual script. Right now, I'm using monthly returns. I have no idea how Yahoo calculates it. I am using Yahoo to check and confirm I am computing things correctly in my...
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    R: Trouble using SharpeRatio from the PerformanceAnalytics package

    Can you elaborate? Even after I use endpoints() to subset end-of-month prices before computing monthly returns, I got the same monthlyRTN, and thus, same SharpeRatio as before.
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    R: Trouble using SharpeRatio from the PerformanceAnalytics package

    I'm confused and having issues using `SharpeRatio` from the `PerformanceAnalytics` package. After all was said and done, I can't seem to get my number to match the sharpe ratio posted on Yahoo Finance. Here's my procedure (I'll try to keep it simple): > getSymbols("XLU", src = "yahoo"...
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