managers        package:PerformanceAnalytics        R Documentation

_H_y_p_o_t_h_e_t_i_c_a_l _A_l_t_e_r_n_a_t_i_v_e _A_s_s_e_t _M_a_n_a_g_e_r _D_a_t_a _a_n_d _F_i_x_e_d _I_n_c_o_m_e _B_e_n_c_h_m_a_r_k_s

_D_e_s_c_r_i_p_t_i_o_n:

     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'.

_U_s_a_g_e:

     managers

_F_o_r_m_a_t:

     CSV conformed into a data.frame with monthly observations

_S_o_u_r_c_e:

_R_e_f_e_r_e_n_c_e_s:

_E_x_a_m_p_l_e_s:

     data(managers)

     #preview the data
     head(managers)

     #summary period statistics
     summary(managers)

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

