chart.SnailTrail {PerformanceAnalytics} | R Documentation

## chart risk versus return over rolling time periods

### Description

A chart that shows rolling calculations of annualized return and annualized standard deviation have proceeded through time. Lines and dots are darker for more recent time periods.

### Usage

    chart.SnailTrail(R, Rf = 0, main = "Annualized Return and Risk",
      add.names = c("all", "lastonly", "firstandlast", "none"),
      xlab = "Annualized Risk", ylab = "Annualized Return",
      add.sharpe = c(1, 2, 3), colorset = 1:12, symbolset = 16,
      legend.loc = NULL, xlim = NULL, ylim = NULL, width = 12,
      stepsize = 12, lty = 1, lwd = 2, cex.axis = 0.8, cex.main = 1,
      cex.lab = 1, cex.text = 0.8, cex.legend = 0.8,
      element.color = "darkgray", ...)

### Arguments

`R` | an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns
`Rf` | risk free rate, in same period as your returns
`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`
`add.sharpe` | this draws a Sharpe ratio line that indicates Sharpe ratio levels of `c(1,2,3)`. Lines are drawn with a y-intercept of the risk free rate and the slope of the appropriate Sharpe ratio level. Lines should be removed where not appropriate (e.g., sharpe.ratio = NULL).
`colorset` | color palette to use, set by default to rational choices
`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`
`width` | number of periods to apply rolling calculations over, sometimes referred to as a 'window'
`stepsize` | the frequency with which to make the rolling calculation
`lty` | set the line type, same as in `plot`
`lwd` | set the line width, same as in `plot`
`cex.axis` | The magnification to be used for sizing the axis text relative to the current setting of 'cex', similar to `plot`.
`cex.main` | The magnification to be used for sizing the main chart relative to the current setting of 'cex', as in `plot`.
`cex.lab` | The magnification to be used for sizing the label relative to the current setting of 'cex', similar to `plot`.
`cex.text` | The magnification to be used for sizing the text relative to the current setting of 'cex', similar to `plot`.
`cex.legend` | The magnification to be used for sizing the legend relative to the current setting of 'cex'.
`element.color` | provides the color for drawing chart elements, such as the box lines, axis lines, etc. Default is "darkgray"
`...` | any other passthru parameters

### Author(s)

Peter Carl

### References

~put references to the literature/web site here ~

### See Also

`chart.RiskReturnScatter`

### Examples

    data(managers)
    chart.SnailTrail(managers[,c("HAM2","SP500 TR"),drop=FALSE],
    		width=36, stepsize=12,
    		colorset=c('red','orange'),
    		add.names="firstandlast",
    		rf=.04/12,
    		main="Trailing 36-month Performance Calc'd Every 12 Months")

[Package PerformanceAnalytics version 1.5.3 Index]