managers {PerformanceAnalytics} | R Documentation

## Hypothetical Alternative Asset Manager Data and Fixed Income Benchmarks

### Description

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`.

### Usage

    managers

### Format

CSV conformed into a data.frame with monthly observations

### Source

### References

### Examples

    data(managers)

    #preview the data
    head(managers)

    #summary period statistics
    summary(managers)

    #cumulative returns
    tail(cumprod.column(1+managers),1)

[Package PerformanceAnalytics version 0.9.5 Index]