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Calculate Portfolio Parameters

Source: R/calc_portfolio.R
calc_portfolio_parameters.Rd

Calculate Portfolio Parameters

Usage

calc_portfolio_parameters(portfolio)

Arguments

portfolio

A tibble of class Portfolio. Usually created using create_portfolio_template and customised.

Value

A list with the following elements:

  • value: The value of the portfolio.

  • weights: The weights of assets in the portfolio.

  • expected_return: The expected return of the portfolio.

  • standard_deviation: The standard deviation of the portfolio.

Examples

 portfolio <- create_portfolio_template()
 portfolio$accounts$taxable <- c(10000, 30000)
 calc_portfolio_parameters(portfolio)
#> $value
#> [1] 40000
#> 
#> $weights
#>   GlobalStocksIndexFund InflationProtectedBonds 
#>                    0.25                    0.75 
#> 
#> $expected_return
#> [1] 0.02765
#> 
#> $standard_deviation
#> [1] 0.0375
#>