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KaroRonty / SmallCapValue

Exploring the returns of US small cap value stocks during and after bear markets
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Finddrawdowns #1

Open lhk2000 opened 4 years ago

lhk2000 commented 4 years ago

Having problems with

drawdowns <- findDrawdowns(sp500_xts$SP500) %>%

str(sp500_xts) An ‘xts’ object on 1926-07-01/2020-01-01 containing: Data: num [1:2245, 1] 0 0.044 0 0.0195 0 ...

  • attr(*, "dimnames")=List of 2 ..$ : NULL ..$ : chr "SP500" Indexed by objects of class: [Date] TZ: UTC xts Attributes:
    NULL head(sp500_xts) SP500 1926-07-01 0.00000000 1926-07-01 0.04397781 1926-08-01 0.00000000 1926-08-01 0.01948361 1926-09-01 0.00000000 1926-09-01 -0.01829955

Sorry not.

lkn

KaroRonty commented 4 years ago

I assume you are referring to this repo.

Could you specify what the exact issue is? Have you installed the PerformanceAnalytics library which the functions rely on?

lhk2000 commented 4 years ago

Yesl, PerformanceAnalytics’ version 2.0.4