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| ActivePremium | Active Premium or Active Return |
| AdjustedSharpeRatio | Adjusted Sharpe ratio of the return distribution |
| AppraisalRatio | Appraisal ratio of the return distribution |
| assetReturns | Assets Data Sets |
| BernardoLedoitRatio | Bernardo and Ledoit ratio of the return distribution |
| BurkeRatio | Burke ratio of the return distribution |
| CalmarRatio | calculate a Calmar or Sterling reward/risk ratio Calmar and Sterling Ratios are yet another method of creating a risk-adjusted measure for ranking investments similar to the 'SharpeRatio'. |
| CAPM.jensenAlpha | Jensen's alpha of the return distribution |
| dataSets | Assets Data Sets |
| downloadStockAI | Download time series data from stock-ai.com |
| DownsideDeviation | downside risk (deviation, variance) of the return distribution |
| DRatio | d ratio of the return distribution |
| DrawdownPeak | Drawdawn peak of the return distribution |
| InformationRatio | InformationRatio = ActivePremium/TrackingError |
| JFE | Display the JFE User Interface |
| KellyRatio | calculate Kelly criterion ratio (leverage or bet size) for a strategy |
| M2Sortino | M squared for Sortino of the return distribution |
| macrodata | Assets Data Sets |
| MartinRatio | Martin ratio of the return distribution |
| maxDrawdown | caclulate the maximum drawdown from peak equity |
| MeanAbsoluteDeviation | Mean absolute deviation of the return distribution |
| OmegaSharpeRatio | Omega-Sharpe ratio of the return distribution |
| PainIndex | Pain index of the return distribution |
| PainRatio | Pain ratio of the return distribution |
| ProspectRatio | Prospect ratio of the return distribution |
| Return.annualized | calculate an annualized return for comparing instruments with different length history |
| riskOptimalPortfolio | Compute risk optimal portfolios maxDD, aveDD and CDaR |
| riskParityPortfolio | Compute risk parity portfolio |
| SharpeRatio | calculate a traditional or modified Sharpe Ratio of Return over StdDev or VaR or ES |
| SharpeRatio.annualized | calculate annualized Sharpe Ratio |
| SkewnessKurtosisRatio | Skewness-Kurtosis ratio of the return distribution |
| SortinoRatio | calculate Sortino Ratio of performance over downside risk |
| SterlingRatio | calculate a Calmar or Sterling reward/risk ratio Calmar and Sterling Ratios are yet another method of creating a risk-adjusted measure for ranking investments similar to the 'SharpeRatio'. |
| table.AnnualizedReturns | Annualized Returns Summary: Statistics and Stylized Facts |
| TrackingError | Calculate Tracking Error of returns against a benchmark |
| TreynorRatio | calculate Treynor Ratio or modified Treynor Ratio of excess return over CAPM beta |
| ttsAutoML | Train time series by automatic machine learning of 'h2o' provided by H2O.ai |
| ttsCaret | Train time series by 'caret' and produce two types of time series forecasts: static and recursive |
| ttsDS | Generates the data structure that is used for training(estimation) and validation |
| ttsLSTM | Train time series by LSTM of 'tensorflow' provided by 'kera' |
| ttsPlot | Plot time series prediction performance |
| UlcerIndex | calculate the Ulcer Index |
| VolatilitySkewness | Volatility and variability of the return distribution |