Sharpe {matiming}R Documentation

Computes the Sharpe ratio

Description

This function computes the Sharpe ratio

Usage

Sharpe(x)

Arguments

x

the vector of excess returns

Value

the Sharpe ratio (a scalar)

References

Sharpe, W.F. (1994). The Sharpe Ratio. Journal of Portfolio Management, 21 (1), 49-58.

See Also

Other performance measures: Excret(), Sortino()


[Package matiming version 1.0 Index]