# 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,
rebalance_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 -0.00239
## 3 2013-03-28 0.0121
## 4 2013-04-30 0.0174
## 5 2013-05-31 -0.0128
## 6 2013-06-28 -0.0247
## 7 2013-07-31 0.0321
## 8 2013-08-30 -0.0224
## 9 2013-09-30 0.0511
## 10 2013-10-31 0.0301
## # 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 0.488
portfolio_returns_tbl %>%
ggplot(aes(x = returns)) +
geom_histogram()
# Transform data
mean_kurt_tbl <- asset_returns_tbl %>%
# Calculate mean return and kurtosis for assets
group_by(asset) %>%
summarise(mean = mean(returns),
kurt = kurtosis(returns)) %>%
ungroup() %>%
# Add portfolio stats
add_row(portfolio_returns_tbl %>%
summarise(mean = mean(returns),
kurt = kurtosis(returns)) %>%
mutate(asset = "Portfolio"))
# Plot
mean_kurt_tbl %>%
ggplot(aes(x = kurt, y = mean)) +
geom_point() +
ggrepel::geom_text_repel(aes(label = asset, color = asset)) +
# Formatting
theme(legend.position = "none") +
scale_y_continuous(labels = scales::percent_format(accuracy = 0.1)) +
# Labeling
labs(x = "Kurtosis",
y = "Expected Returns")
# Assign a value for window
window = 24
# Transform data: calculate 24 month rolling kurtosis
rolling_kurt_tbl <- portfolio_returns_tbl %>%
tq_mutate(select = returns,
mutate_fun = rollapply,
width = window,
FUN = kurtosis,
col_rename = "kurt") %>%
na.omit() %>%
select(-returns)
# Plot
rolling_kurt_tbl %>%
ggplot(aes(x = date, y = kurt)) +
geom_line(color = "lightsalmon") +
# Formatting
scale_y_continuous(breaks = seq(-1, 4, 0.5)) +
scale_x_date(breaks = scales::pretty_breaks(n = 7)) +
theme(plot.title = element_text(hjust = 0.5)) +
# Labeling
labs(x = NULL,
y = "Kurtosis",
title = paste0("Rolling ", window , "Month Kurtosis")) +
annotate(geom = "text", x = as.Date("2016-07-01"), y = 3,
size = 5, color = "red",
label = str_glue("Downside risk skyrocketed toward the end of 2017"))