| managers {PerformanceAnalytics} | R Documentation |
A data frame that contains columns of monthly returns for six hypothetical asset managers (HAM1 through HAM6), the EDHEC Long-Short Equity hedge fund index, the S&P 500 total returns, and total return series for the US Treasury 10-year bond and 3-month bill. Monthly returns for all series end in December 2006 and begin at different periods starting from January 1996.
Note that all the EDHEC indices are available in edhec.
managers
CSV conformed into a data.frame with monthly observations
data(managers) #preview the data head(managers) #summary period statistics summary(managers) #cumulative returns tail(cumprod.column(1+managers),1)