table.DownsideRisk {PerformanceAnalytics} | R Documentation

## Downside Risk Summary: Statistics and Stylized Facts

### Description

Creates estimates of various downside risk measures.

### Usage

    table.DownsideRisk(R, ci = 0.95, scale = 12, rf = 0, MAR = 0.1/12, p = 0.99, digits = 4)

### Arguments

`R` | a vector, matrix, data frame, timeSeries or zoo object of asset returns
`ci` | confidence interval, defaults to 95%
`scale` | number of periods in a year (daily scale = 252, monthly scale = 12, quarterly scale = 4)
`rf` | risk free rate, in same period as your returns
`MAR` | Minimum Acceptable Return, in the same periodicity as your returns
`p` | confidence level for calculation, default p=.99
`digits` | number of digits to round results to

### Details

### Value

A dataframe organized as a table of estimates of downside risk measures for comparison across multiple instruments or funds.

### Author(s)

Peter Carl

### References

### See Also

`DownsideDeviation`
`maxDrawdown`
`VaR.CornishFisher`
`VaR.Beyond`
`VaR.traditional`
`StdDev`

### Examples

    data(edhec)
    table.DownsideRisk(edhec,rf=.04/12, MAR =.05/12, p=.95)

[Package PerformanceAnalytics version 0.9.5 Index]