Since my fifth most popular post has been Bond Market as a Casino Game Part 1, I thought I would use Vanguard Total US Bond Market mutual fund (VBMFX) monthly returns to build our skills in the lattice R package and help visualize the unbelievable run of U.S. bonds (Calmar Ratio 1.37 over the past 20 years).
Although I have primarily graphed with R base graphics, PerformanceAnalytics charts, and ggplot, the lattice package provides an extremely powerful set of charting tools.
We can start with a basic qqplot of the entire set of monthly returns.
From TimelyPortfolio |
Then, we can group by year.
From TimelyPortfolio |
Or, we can also very easily split each year into its own panel.
From TimelyPortfolio |
Here is a little different look with a density plot.
From TimelyPortfolio |
Now let’s build boxplots and dotplots.
From TimelyPortfolio |
Add an annual dotplot to a boxplot for the entire period.
From TimelyPortfolio |
Or we can add a boxplot for each year.
From TimelyPortfolio |
See http://timelyportfolio.blogspot.com/search/label/bonds for all my posts on bonds.
No comments:
Post a Comment