[R] TreynorRatio

sheenmaria sheenmaria6 at gmail.com
Fri Nov 9 07:46:43 CET 2012


i read about the performance analytics package
  i have a doubt about the  TreynorRatio 
   
i have code
 
 g=getSymbols("IBM")
> c=Cl(g)
> r=Return.calculate(c)
> SharpeRatio.annualized(r)
                                IBM.Close
Annualized Sharpe Ratio (Rf=0%) 0.3566339

> TreynorRatio (ret)
Error in inherits(x, "xts") : argument "Rb" is missing, with no default

TreynorRatio give the error like this.
  what value i give for the Rb field.  anyboday can help



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