Monthly Yields on Treasury Securities

Description

This data set contains monthly 1 year, 3 year, 5 year, and 10 year yields on treasury securities at constant, fixed maturity.

Usage

data(tcm="R argblock">
x

a numeric vector or univariate time series corresponding to a
portfolio's cumulated returns.
r

the risk free rate. Default corresponds to using portfolio
returns not in excess of the riskless return.
scale

a scale factor. Default corresponds to an annualization
when working with daily financial time series data.


Details


The Sharpe ratio is defined as a portfolio's mean return in excess of
the riskless return divided by the portfolio's stand