chart.CaptureRatios {PerformanceAnalytics} | R Documentation

## Chart of Capture Ratios against a benchmark

### Description

Scatter plot of Up Capture versus Down Capture against a benchmark

### Usage

    chart.CaptureRatios(Ra, Rb, main = "Capture Ratio", add.names = TRUE,
      xlab = "Downside Capture", ylab = "Upside Capture", colorset = 1,
      symbolset = 1, legend.loc = NULL, xlim = NULL, ylim = NULL,
      cex.legend = 1, cex.axis = 0.8, cex.main = 1, cex.lab = 1,
      element.color = "darkgray", benchmark.color = "darkgray", ...)

### Arguments

`Ra` | Returns to test, e.g., the asset to be examined
`Rb` | Returns of a benchmark to compare the asset with
`main` | Set the chart title, same as in `plot`
`add.names` | Plots the row name with the data point. Default TRUE. Can be removed by setting it to NULL
`xlab` | Set the x-axis label, as in `plot`
`ylab` | Set the y-axis label, as in `plot`
`colorset` | Color palette to use, set by default to "black"
`symbolset` | From `pch` in `plot`. Submit a set of symbols to be used in the same order as the data sets submitted
`legend.loc` | Places a legend into one of nine locations on the chart: bottomright, bottom, bottomleft, left, topleft, top, topright, right, or center.
`xlim` | set the x-axis limit, same as in `plot`
`ylim` | set the y-axis limit, same as in `plot`
`cex.legend` | The magnification to be used for sizing the legend relative to the current setting of 'cex'.
`cex.axis` | The magnification to be used for axis annotation relative to the current setting of 'cex', same as in `plot`.
`cex.main` | The magnification to be used for sizing the title relative to the current setting of 'cex'.
`cex.lab` | The magnification to be used for x and y labels relative to the current setting of 'cex'.
`element.color` | Specify the color of the box, axes, and other chart elements. Default is "darkgray"
`benchmark.color` | Specify the color of the benchmark reference and crosshairs. Default is "darkgray"
`...` | Any other passthru parameters to `plot`

### Details

Scatter plot shows the coordinates of each set of returns' Up and Down Capture against a benchmark. The benchmark value is by definition plotted at (1,1) with solid crosshairs. A diagonal dashed line with slope equal to 1 divides the plot into two regions: above that line the UpCapture exceeds the DownCapture, and vice versa.

### Author(s)

Peter Carl

### See Also

`plot`,
`par`,
`UpDownRatios`,
`table.UpDownRatios`

### Examples

        data(managers)
        chart.CaptureRatios(managers[,1:6], managers[,7,drop=FALSE])

[Package PerformanceAnalytics version 1.5.3 Index]