# Load packages
# Core
library(tidyverse)
library(tidyquant)
Collect individual returns into a portfolio by assigning a weight to each stock
five stocks: “SPY”, “EFA”, “IJS”, “EEM”, “AGG”
from 2012-12-31 to 2017-12-31
symbols <- c("SPY", "EFA", "IJS", "EEM", "AGG")
prices <- tq_get(x= symbols,
get ="stock.prices",
from = "2012-12-31",
to = "2017-12-31")
asset_returns_tbl <- prices %>%
group_by(symbol) %>%
tq_transmute(select= adjusted,
mutate_fun= periodReturn,
period= "monthly",
type= "log") %>%
slice(-1) %>%
ungroup() %>%
set_names(c("asset", "date", "returns"))
# symbols
symbols <- asset_returns_tbl %>% distinct(asset) %>% pull()
symbols
## [1] "AGG" "EEM" "EFA" "IJS" "SPY"
#weights
weights <- c(0.25,0.25,0.2,0.2,0.1)
weights
## [1] 0.25 0.25 0.20 0.20 0.10
w_tbl <- tibble(symbols,weights)
w_tbl
## # A tibble: 5 × 2
## symbols weights
## <chr> <dbl>
## 1 AGG 0.25
## 2 EEM 0.25
## 3 EFA 0.2
## 4 IJS 0.2
## 5 SPY 0.1
# ?tq_portfolio
portfolio_returns_tbl <- asset_returns_tbl %>%
tq_portfolio(assets_col = asset,
returns_col = returns,
weights = w_tbl,
replace_on = "months",
col_rename = "returns")
portfolio_returns_tbl
## # A tibble: 60 × 2
## date returns
## <date> <dbl>
## 1 2013-01-31 0.0204
## 2 2013-02-28 -0.00220
## 3 2013-03-28 0.0127
## 4 2013-04-30 0.0173
## 5 2013-05-31 -0.0113
## 6 2013-06-28 -0.0233
## 7 2013-07-31 0.0342
## 8 2013-08-30 -0.0231
## 9 2013-09-30 0.0513
## 10 2013-10-31 0.0305
## # ℹ 50 more rows
portfolio_kurt_tidyquant_builtin_percent <- portfolio_returns_tbl %>%
tq_performance(Ra = returns,
performance_fun = table.Stats) %>%
select(Kurtosis)
portfolio_kurt_tidyquant_builtin_percent
## # A tibble: 1 × 1
## Kurtosis
## <dbl>
## 1 0.337
# Mean of portfolio returns
portfolio_mean_tidyquant_builtin_percent <-
mean(portfolio_returns_tbl$returns)
portfolio_kurt_tidyquant_builtin_percent
## # A tibble: 1 × 1
## Kurtosis
## <dbl>
## 1 0.337
##6 Compute Sharp Ratio
# Define risk free rate
rfr <- 0.003
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=0.3%,p=95%)`
## <dbl>
## 1 0.135
#Rolling Sharp Ratio
# 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: 37 × 2
## date rolling_sr
## <date> <dbl>
## 1 2014-12-31 0.137
## 2 2015-01-30 0.0777
## 3 2015-02-27 0.144
## 4 2015-03-31 0.115
## 5 2015-04-30 0.113
## 6 2015-05-29 0.123
## 7 2015-06-30 0.136
## 8 2015-07-31 0.0612
## 9 2015-08-31 0.00696
## 10 2015-09-30 -0.122
## # ℹ 27 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)