charts.PerformanceSummary {PerformanceAnalytics} | R Documentation

## Create combined wealth index, period performance, and drawdown chart

### Description

For a set of returns, create a wealth index chart, bars for monthly performance, and underwater chart for drawdown.

### Usage

    charts.PerformanceSummary(R, rf = 0, main = NULL, method = c("ModifiedVaR","VaR","StdDev"),
                              width = 0, event.labels = NULL, ylog = FALSE,
                              wealth.index = FALSE, gap = 12, begin = c("first", "axis"), ...)

### Arguments

`R` | a vector, matrix, data frame, timeSeries or zoo object of asset returns
`rf` | risk free rate, in same period as your returns
`main` | set the chart title, as in `plot`
`method` | Used to select the risk parameter to use in the chart.BarVaR. May be any of: modifiedVaR - uses Cornish-Fisher modified VaR, VaR - uses traditional Value at Risk, StdDev - monthly standard deviation of trailing 12 month returns.
`begin` | Align shorter series to: first - prior value of the first column given for the reference or longer series or, axis - the initial value (1 or zero) of the axis. passthru to `chart.CumReturns`
`event.labels` | TRUE/FALSE whether or not to display lines and labels for historical market shock events
`wealth.index` | if `wealth.index` is `TRUE`, shows the "value of $1", starting the cumulation of returns at 1 rather than zero
`width` | number of periods to apply rolling function window over
`gap` | numeric number of periods from start of series to use to train risk calculation
`ylog` | TRUE/FALSE set the y-axis to logarithmic scale, similar to `plot`, default FALSE
`...` | any other passthru parameters

### Details

### Value

A stack of three related timeseries charts.

### Note

Most inputs are the same as "`plot`" and are principally included so that some sensible defaults could be set.

### Author(s)

Peter Carl

### References

### See Also

`chart.CumReturns`
`chart.BarVaR`
`chart.Drawdown`

### Examples

    data(edhec)
    charts.PerformanceSummary(edhec[,c("Funds.of.Funds","Long.Short.Equity")])

[Package PerformanceAnalytics version 0.9.5 Index]