ActivePremium           Active Premium or Active Return
AdjustedSharpeRatio     Adjusted Sharpe ratio of the return
                        distribution
AppraisalRatio          Appraisal ratio of the return distribution
BernardoLedoitRatio     Bernardo and Ledoit ratio of the return
                        distribution
BurkeRatio              Burke ratio of the return distribution
CAPM.jensenAlpha        Jensen's alpha of the return distribution
CalmarRatio             calculate a Calmar or Sterling reward/risk
                        ratio Calmar and Sterling Ratios are yet
                        another method of creating a risk-adjusted
                        measure for ranking investments similar to the
                        'SharpeRatio'.
DRatio                  d ratio of the return distribution
DownsideDeviation       downside risk (deviation, variance) of the
                        return distribution
DrawdownPeak            Drawdawn peak of the return distribution
InformationRatio        InformationRatio = ActivePremium/TrackingError
KellyRatio              calculate Kelly criterion ratio (leverage or
                        bet size) for a strategy
M2Sortino               M squared for Sortino of the return
                        distribution
MartinRatio             Martin ratio of the return distribution
MeanAbsoluteDeviation   Mean absolute deviation of the return
                        distribution
OmegaSharpeRatio        Omega-Sharpe ratio of the return distribution
PainIndex               Pain index of the return distribution
PainRatio               Pain ratio of the return distribution
ProspectRatio           Prospect ratio of the return distribution
Return.annualized       calculate an annualized return for comparing
                        instruments with different length history
SharpeRatio             calculate a traditional or modified Sharpe
                        Ratio of Return over StdDev or VaR or ES
SharpeRatio.annualized
                        calculate annualized Sharpe Ratio
SkewnessKurtosisRatio   Skewness-Kurtosis ratio of the return
                        distribution
SortinoRatio            calculate Sortino Ratio of performance over
                        downside risk
TrackingError           Calculate Tracking Error of returns against a
                        benchmark
TreynorRatio            calculate Treynor Ratio or modified Treynor
                        Ratio of excess return over CAPM beta
UlcerIndex              calculate the Ulcer Index
VolatilitySkewness      Volatility and variability of the return
                        distribution
dataSets                Data Sets
durbinH                 calculate Sortino Ratio of performance over
                        downside risk
getEER                  Download effective exchange rates data frame
                        from Bank of International Settlement
getFed                  Download financial and economic time series
                        data from the Fed
getFrench.Factors       Download seven asset pricing factors data from
                        the data library of Dr. French
getFrench.Portfolios    Download 24 asset pricing factors data from the
                        data library of Dr. French
maxDrawdown             caclulate the maximum drawdown from peak equity
table.AnnualizedReturns
                        Annualized Returns Summary: Statistics and
                        Stylized Facts
