Package index • trademetrics

All Functions

All functions in trademetrics

calc_annualized_return(): Calculate Annualized Return

calc_annualized_volatility(): Calculate Annualized Volatility

calc_average_drawdown(): Calculate Average Drawdown

calc_cagr(): Calculate Compound Annual Growth Rate (CAGR)

calc_calmar(): Calculate Calmar Ratio

calc_drawdown_duration(): Calculate Drawdown Duration

calc_drawdown(): Calculate Drawdown

calc_information_ratio(): Calculate Information Ratio

calc_max_drawdown(): Calculate Maximum Drawdown

calc_recovery_time(): Calculate Recovery Time

calc_rolling_beta(): Calculate Rolling Beta

calc_rolling_correlation(): Calculate Rolling Correlation

calc_rolling_sharpe(): Calculate Rolling Sharpe Ratio

calc_rolling_volatility(): Calculate Rolling Volatility

calc_sharpe(): Calculate Sharpe Ratio

calc_sortino(): Calculate Sortino Ratio

calc_total_return(): Calculate Total Return

drawdown-metrics: Calculate Drawdown Metrics

performance_summary(): Generate Performance Summary

print(<performance_summary>): Print Performance Summary

return-metrics: Calculate Return Metrics

risk-metrics: Calculate Risk-Adjusted Return Metrics

rolling-metrics: Calculate Rolling Metrics

utils: Utility Functions