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stats.txt
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stats.txt
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Danceability Index
Annualized Return 0.4479
Annualized Std Dev 0.2224
Annualized Sharpe (Rf=0%) 2.0136
>
> table.AnnualizedReturns(scoreMA$"SPX Return")
SPX Return
Annualized Return 0.1658
Annualized Std Dev 0.2278
Annualized Sharpe (Rf=0%) 0.7277
Danceability Index
Observations 83.0000
NAs 1.0000
Minimum -0.0703
Quartile 1 -0.0080
Median 0.0078
Arithmetic Mean 0.0076
Geometric Mean 0.0071
Quartile 3 0.0248
Maximum 0.1071
SE Mean 0.0034
LCL Mean (0.95) 0.0009
UCL Mean (0.95) 0.0143
Variance 0.0010
Stdev 0.0308
Skewness 0.1081
Kurtosis 0.6610
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Danceability Index
2009 NA -7.03 3.26 1.30 2.28 2.45 0.84 -1.22 -1.84 3.2 1.33 1.01 5.23
2010 -0.72 3.10 -0.99 2.51 2.25 5.03 1.82 3.75 0.46 NA NA NA 18.41