# Load packages
# Core
library(tidyverse)
library(tidyquant)
Visualize and examine changes in the underlying trend in the performance of your portfolio in terms of Sharpe Ratio.
Choose your stocks.
from 2012-12-31 to present
# Choose stocks
symbols <- c("MELI", "AFL", "NVDA", "TTD", "GOOG")
prices <- tq_get(x = symbols,
get = "stock.prices",
from = "2012-12-31",
to = "2022-12-31")
asset_returns_tbl <- prices %>%
# Calculate monthly returns
group_by(symbol) %>%
tq_transmute(select = adjusted,
mutate_fun = periodReturn,
period = "monthly",
type = "log") %>%
slice(-1) %>%
ungroup() %>%
# remane
set_names(c("asset", "date", "returns"))
symbols <- asset_returns_tbl %>% distinct(asset) %>% pull()
w <- c(0.35,
0.15,
0.20,
0.15,
0.15)
w_tbl <- tibble(symbols, w)
portfolio_returns_tbl <- asset_returns_tbl %>%
tq_portfolio(assets_col = asset,
returns_col = returns,
weights = w_tbl,
col_rename = "returns",
rebalance_on = "months")
portfolio_returns_tbl
## # A tibble: 120 × 2
## date returns
## <date> <dbl>
## 1 2013-01-31 0.0331
## 2 2013-02-28 -0.0106
## 3 2013-03-28 0.0393
## 4 2013-04-30 0.0403
## 5 2013-05-31 0.0527
## 6 2013-06-28 -0.0000843
## 7 2013-07-31 0.0435
## 8 2013-08-30 -0.0218
## 9 2013-09-30 0.0635
## 10 2013-10-31 0.0369
## # … with 110 more rows
# Define risk free rate
rfr <- 0.0003
portfolio_SharpeRatio_tbl <- portfolio_returns_tbl %>%
tq_performance(Ra = returns,
performance_fun = SharpeRatio,
Rf = rfr,
FUN = "StdDev")
portfolio_SharpeRatio_tbl
## # A tibble: 1 × 1
## `StdDevSharpe(Rf=0%,p=95%)`
## <dbl>
## 1 0.270
# create a custom function to calculate rolling SR
Calculate_rolling_SharpeRatio <- function(data) {
rolling_SR <- SharpeRatio(R = data,
Rf = rfr,
FUN = "StdDev")
return(rolling_SR)
}
# Define value for window
window <- 24
# Transform Data calculate rolling Sharpe Ratio
rolling_sr_tbl <- portfolio_returns_tbl %>%
tq_mutate(select = returns,
mutate_fun = rollapply,
width = window,
FUN = Calculate_rolling_SharpeRatio,
col_rename = "rolling_sr") %>%
select(-returns) %>%
na.omit()
rolling_sr_tbl
## # A tibble: 97 × 2
## date rolling_sr
## <date> <dbl>
## 1 2014-12-31 0.345
## 2 2015-01-30 0.260
## 3 2015-02-27 0.337
## 4 2015-03-31 0.279
## 5 2015-04-30 0.271
## 6 2015-05-29 0.220
## 7 2015-06-30 0.193
## 8 2015-07-31 0.170
## 9 2015-08-31 0.138
## 10 2015-09-30 0.0395
## # … with 87 more rows
rolling_sr_tbl %>%
ggplot(aes(x = date, y = rolling_sr)) +
geom_line(color = "cornflowerblue") +
# labeling
labs(x = NULL, y = "Rolling Sharpe Ratio") +
annotate(geom = "text",
x = as.Date("2018-01-01"), y = 0.7,
label = "This portfolio has done quite well since 2016.",
color = "red", size = 6)
How has your portfolio performed over time? Provide dates of the
structural breaks, if any. The Code Along Assignment 9 had one
structural break in November 2016. What do you think the reason
is?
Over time my portfolio has performed well for periods of time and not so
well at other times. There was a structural break in January 2016 when
trump was in Office increasing to 0.8 by 2018. However, in January 2022
there was another structural break with a steady decrease in Sharpe
ratio almost all the way back down to 0 because of inflation and drop in
the value of the US dollar.