table.MonthlyReturns {PerformanceAnalytics} | R Documentation

## Monthly Returns Summary: Statistics and Stylized Facts

### Description

Returns a basic set of statistics that match the period of the data passed in (e.g., monthly returns will get monthly statistics)

### Usage

    table.MonthlyReturns(R, ci = 0.95, digits = 4)

### Arguments

`R` | a vector, matrix, data frame, timeSeries or zoo object of asset returns
`ci` | confidence interval, defaults to 95%
`digits` | number of digits to round results to

### Details

This was created as a way to display a set of related statistics together for comparison across a set of instruments or funds. Careful consideration to missing data or unequal time series should be given when intepreting the results.

### Value

Data frame of columns named to the columns of the data passed in, and rows names for the calculated statistics calculated.

### Note

### Author(s)

Peter Carl

### References

### See Also

### Examples

    data(edhec)
    table.MonthlyReturns(edhec[,1:3])
    t(table.MonthlyReturns(edhec))

[Package PerformanceAnalytics version 0.9.5 Index]