Performance Analytics has Display relative performance, Calculate Downside Risk, Show relative return risk, Compare distributions

Performance Analytics has Display relative performance, Calculate Downside Risk, Show relative return risk, Compare distributions If you try out this R package and tutorial: http://cran.r-project.org/web/packages/PerformanceAnalytics/vignettes/PA-charts.pdf You will find this a very impressive package. Even Matlab could not do any of this functionality so easily. What is even more impressive is this is all for free. […]