Use the PerformanceAnalytics Module of R for the Risk and Performance Reporting.

5 Performance and Risk Reporting for comparing Strategies Use the PerfornlauceAnalytics Module of H. for the Risk and Performance Reporting. Below is the list of Key Indicators to report your Optimal Strategies. Ail daily indicators will be annualized assuming that each year has 25G business days. For example, the Reporting for a Strategyr over a given period\": can be provided by: 1. A summarizing Table with the following lines for oomparison with the un derlyings Ir Cumulated PnL or Return I Daily Mean Geometric Return o Daily Min Return or Max ll] days Drawdown o Mltilit]? n Sharpe Ratio o Skewness o Knrtosis o Modied Val-t I GVaR IW_H OptimalPortfnlio Dali? Mean Heme |____ Daily Min Return |___-_I _|__-_ |---n_ For oomparison with between the 2 built strategies and the i F a sunnnary tabie will look like: I_ |___ I_-n_- I\"_ 3please1 indicate clearly the period report date1 example from f'lflg? to IEfEDIJB 2. The evolution of the dailyr performance illustrated by the graph of cunullated 19'an1 assuming that you invest l at the rst allocation date. 3. The distribution of dail},r Returns. 4. Note that to benchmark your strategies against the Market, the SPY is representing the 33.513500 Index