TreynorRatio
i read about the performance analytics package
i have a doubt about the TreynorRatio
i have code
g=getSymbols("IBM")
c=Cl(g) r=Return.calculate(c) SharpeRatio.annualized(r)
IBM.Close Annualized Sharpe Ratio (Rf=0%) 0.3566339
TreynorRatio (ret)
Error in inherits(x, "xts") : argument "Rb" is missing, with no default TreynorRatio give the error like this. what value i give for the Rb field. anyboday can help -- View this message in context: http://r.789695.n4.nabble.com/TreynorRatio-tp4649007.html Sent from the R help mailing list archive at Nabble.com.