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Name Date Size #Lines LOC

..06-Feb-2020-

ActivePremium.RdH A D24-Jan-20181.3 KiB5044

AdjustedSharpeRatio.RdH A D24-Jan-20181.5 KiB4842

AppraisalRatio.RdH A D04-Feb-20202 KiB6653

AverageDrawdown.RdH A D24-Jan-2018553 2321

AverageLength.RdH A D24-Jan-2018591 2119

AverageRecovery.RdH A D24-Jan-2018626 2119

BernardoLedoitRatio.RdH A D24-Jan-20181.2 KiB4136

BetaCoMoments.RdH A D04-Feb-20205.2 KiB130109

BurkeRatio.RdH A D24-Jan-20181.8 KiB5143

CAPM.RiskPremium.RdH A D12-Jun-20194.3 KiB11497

CAPM.alpha.RdH A D24-Jan-20181.8 KiB6660

CAPM.beta.RdH A D12-Jun-20193.9 KiB114101

CAPM.dynamic.RdH A D04-Feb-20202.8 KiB8268

CAPM.epsilon.RdH A D24-Jan-20181.3 KiB4739

CAPM.jensenAlpha.RdH A D24-Jan-20181.3 KiB4739

CDD.RdH A D04-Feb-20201.2 KiB4941

CalmarRatio.RdH A D12-Jun-20192.1 KiB6759

CoMoments.RdH A D12-Jun-20194 KiB11292

DRatio.RdH A D24-Jan-20181.4 KiB4943

DownsideDeviation.RdH A D04-Feb-20205.4 KiB140111

DownsideFrequency.RdH A D24-Jan-20181.3 KiB4741

DrawdownDeviation.RdH A D24-Jan-2018584 2119

DrawdownPeak.RdH A D24-Jan-2018474 2119

ES.RdH A D04-Feb-202012.4 KiB288232

EWMAMoments.RdH A D12-Jun-20192.5 KiB8267

FamaBeta.RdH A D24-Jan-20181.1 KiB4437

Frequency.RdH A D24-Jan-2018622 2825

HurstIndex.RdH A D04-Feb-20202 KiB5044

InformationRatio.RdH A D24-Jan-20181.3 KiB5044

Kappa.RdH A D24-Jan-20181.7 KiB6353

KellyRatio.RdH A D24-Jan-20181.8 KiB5446

Level.calculate.RdH A D22-Jun-20191.8 KiB4338

M2Sortino.RdH A D24-Jan-20181.3 KiB4840

MCA.RdH A D12-Jun-20192.5 KiB7967

MSquared.RdH A D24-Jan-20181.4 KiB4739

MSquaredExcess.RdH A D04-Feb-20201.5 KiB5040

MarketTiming.RdH A D05-Feb-20203 KiB7366

MartinRatio.RdH A D24-Jan-20181.2 KiB4438

MeanAbsoluteDeviation.RdH A D24-Jan-20181.2 KiB4035

MinTrackRecord.RdH A D04-Feb-20203.1 KiB8368

Modigliani.RdH A D24-Jan-20181.8 KiB5549

NetSelectivity.RdH A D24-Jan-20181.3 KiB4839

Omega.RdH A D04-Feb-20203.5 KiB10384

OmegaExcessReturn.RdH A D24-Jan-20181.5 KiB5042

OmegaSharpeRatio.RdH A D24-Jan-20181.4 KiB5042

PainIndex.RdH A D24-Jan-20181.4 KiB4842

PainRatio.RdH A D24-Jan-20181.2 KiB4438

PerformanceAnalytics-package.RdH A D29-Jan-201846 KiB278178

ProbSharpeRatio.RdH A D04-Feb-20202.6 KiB7661

ProspectRatio.RdH A D24-Jan-20181.2 KiB4438

RPESE.control.RdH A D04-Feb-20202.3 KiB5950

RachevRatio.RdH A D04-Feb-20201.3 KiB5345

Return.Geltner.RdH A D24-Jan-20181.8 KiB5748

Return.annualized.RdH A D24-Jan-20181.6 KiB5648

Return.annualized.excess.RdH A D24-Jan-20181.9 KiB6153

Return.calculate.RdH A D12-Jun-20192.8 KiB7367

Return.clean.RdH A D04-Feb-20201.9 KiB5950

Return.convert.RdH A D04-Feb-20201.1 KiB3934

Return.cumulative.RdH A D24-Jan-20181.1 KiB4338

Return.excess.RdH A D24-Jan-20181.6 KiB5646

Return.locScaleRob.RdH A D05-Feb-20201.1 KiB4135

Return.portfolio.RdH A D04-Feb-20208.1 KiB174152

Return.read.RdH A D04-Feb-20202.3 KiB7162

Return.relative.RdH A D24-Jan-2018742 3631

Selectivity.RdH A D24-Jan-20181.2 KiB4537

SharpeRatio.RdH A D04-Feb-20203.7 KiB12097

SharpeRatio.annualized.RdH A D24-Jan-20182.1 KiB6454

ShrinkageMoments.RdH A D04-Feb-20205.1 KiB123102

SkewnessKurtosisRatio.RdH A D24-Jan-20181.1 KiB4437

SmoothingIndex.RdH A D04-Feb-20204.7 KiB11698

SortinoRatio.RdH A D04-Feb-20202.6 KiB7766

SpecificRisk.RdH A D24-Jan-2018987 4033

StdDev.RdH A D04-Feb-20203.8 KiB11189

StdDev.annualized.RdH A D24-Jan-20182.2 KiB6557

StructuredMoments.RdH A D04-Feb-20204.2 KiB11798

SystematicRisk.RdH A D24-Jan-20181.5 KiB5142

TotalRisk.RdH A D24-Jan-20181.2 KiB4437

TrackingError.RdH A D24-Jan-20181.4 KiB4943

TreynorRatio.RdH A D24-Jan-20182.2 KiB6454

UlcerIndex.RdH A D24-Jan-20181.4 KiB4338

UpDownRatios.RdH A D04-Feb-20202.1 KiB6556

UpsideFrequency.RdH A D24-Jan-20181.3 KiB4741

UpsidePotentialRatio.RdH A D04-Feb-20203.8 KiB8978

UpsideRisk.RdH A D04-Feb-20202.4 KiB7362

VaR.RdH A D04-Feb-202016.2 KiB369291

VolatilitySkewness.RdH A D04-Feb-20201.8 KiB5445

apply.fromstart.RdH A D24-Jan-20181 KiB3933

apply.rolling.RdH A D04-Feb-20201.3 KiB4940

centeredmoments.RdH A D12-Jun-20192.4 KiB8062

chart.ACF.RdH A D04-Feb-20201.5 KiB5344

chart.Bar.RdH A D12-Jun-20191.5 KiB5645

chart.BarVaR.RdH A D04-Feb-20206.1 KiB190155

chart.Boxplot.RdH A D04-Feb-20202.7 KiB10384

chart.CaptureRatios.RdH A D04-Feb-20202.8 KiB9878

chart.Correlation.RdH A D04-Feb-20201.1 KiB4539

chart.CumReturns.RdH A D04-Feb-20202 KiB7161

chart.Drawdown.RdH A D04-Feb-20201.7 KiB6659

chart.ECDF.RdH A D04-Feb-20201.9 KiB7662

chart.Events.RdH A D04-Feb-20202.2 KiB6659

chart.Histogram.RdH A D04-Feb-20206.1 KiB180146

chart.QQPlot.RdH A D04-Feb-20205.9 KiB190154

chart.Regression.RdH A D04-Feb-20203.1 KiB11690

chart.RelativePerformance.RdH A D04-Feb-20202.3 KiB7966

chart.RiskReturnScatter.RdH A D04-Feb-20203.7 KiB11692

chart.RollingCorrelation.RdH A D04-Feb-20201.6 KiB6050

chart.RollingMean.RdH A D04-Feb-20201.3 KiB5243

chart.RollingPerformance.RdH A D04-Feb-20202 KiB6860

chart.RollingRegression.RdH A D04-Feb-20203.1 KiB11497

chart.Scatter.RdH A D04-Feb-20202.2 KiB8770

chart.SnailTrail.RdH A D04-Feb-20203.6 KiB12195

chart.StackedBar.RdH A D04-Feb-20205.3 KiB153123

chart.TimeSeries.RdH A D04-Feb-20209.2 KiB381330

chart.VaRSensitivity.RdH A D04-Feb-20202.9 KiB10081

charts.PerformanceSummary.RdH A D04-Feb-20203 KiB9780

charts.RollingPerformance.RdH A D04-Feb-20201.5 KiB5950

checkData.RdH A D04-Feb-20201.6 KiB6255

checkSeedValue.RdH A D12-Jun-2019571 2018

clean.boudt.RdH A D24-Jan-20185.6 KiB122109

edhec.RdH A D10-Jun-20162.1 KiB4334

findDrawdowns.RdH A D12-Jun-20191.6 KiB6354

kurtosis.RdH A D04-Feb-20203.2 KiB8371

legend.RdH A D04-Feb-20205.9 KiB212178

lpm.RdH A D04-Feb-20201.3 KiB4841

managers.RdH A D10-Jun-20161.2 KiB3329

maxDrawdown.RdH A D24-Jan-20182.2 KiB6356

mean.geometric.RdH A D01-Feb-20201.7 KiB5646

portfolio_bacon.RdH A D10-Jun-2016499 2420

prices.RdH A D10-Jun-2016334 1815

skewness.RdH A D04-Feb-20202.2 KiB6556

sortDrawdowns.RdH A D24-Jan-20181.1 KiB4542

table.AnnualizedReturns.RdH A D04-Feb-20201.5 KiB5040

table.Arbitrary.RdH A D04-Feb-20203.7 KiB8977

table.Autocorrelation.RdH A D24-Jan-20181.5 KiB5144

table.CAPM.RdH A D24-Jan-20181.6 KiB5143

table.CalendarReturns.RdH A D04-Feb-20201.6 KiB5545

table.CaptureRatios.RdH A D12-Jun-20191.6 KiB5244

table.Correlation.RdH A D24-Jan-20181.3 KiB4639

table.Distributions.RdH A D22-Jun-20191.4 KiB4841

table.DownsideRisk.RdH A D04-Feb-20201.5 KiB6252

table.DownsideRiskRatio.RdH A D22-Jun-20191.5 KiB5244

table.Drawdowns.RdH A D24-Jan-20182.1 KiB7162

table.DrawdownsRatio.RdH A D24-Jan-20181.5 KiB5143

table.HigherMoments.RdH A D04-Feb-20201.9 KiB5850

table.InformationRatio.RdH A D24-Jan-20181.4 KiB4941

table.MonthlyReturns.RdH A D24-Jan-20181.3 KiB4640

table.ProbOutPerformance.RdH A D04-Feb-20201.4 KiB4537

table.RollingPeriods.RdH A D04-Feb-20201.9 KiB6958

table.SpecificRisk.RdH A D24-Jan-20181.3 KiB4840

table.Variability.RdH A D22-Jun-20191.4 KiB5143

test_returns.RdH A D22-Jun-2019866 2726

test_weights.RdH A D22-Jun-2019846 2726

textplot.RdH A D04-Feb-20206.6 KiB255220

to.period.contributions.RdH A D04-Feb-20202.6 KiB6557

weights.RdH A D10-Jun-2016566 2420

zerofill.RdH A D24-Jan-2018574 2221