> # Run scenarios
>
> for(i in 1:nrow(scenarios)){
+ scenario <- scenarios[i,]
+ scenario_id <- as.character(scenario$id)
+ dataset_sample <- f .... [TRUNCATED]
[1] "HxLi"
[1] "| Days | 731 |
"
[1] "| Gearing Factor | 2.0x |
"
[1] "| Interest Rate | 2.00% |
"
[1] "| Crash | FALSE |
"
[1] "| Estimated Probability of Margin Call | 5.87% |
"
[1] "| Cum. Return - Standard Deviation | 69.90% |
"
[1] "| Cum. Return - Lower (5%) | -73.99% |
"
[1] "| Cum. Return - Mid/Expected (50%) | 21.34% |
"
[1] "| Cum. Return - Upper (95%) | 154.15% |
"
[1] "| Sharp Ratio | 0.0205 | "
[1] "
| Cum. Profit - Standard Deviation | NOK 335517 |
"
[1] "| Cum. Profit - Lower (5%) | NOK -355164 |
"
[1] "| Cum. Profit - Mid/Expected (50%) | NOK 102411 |
"
[1] "| Cum. Profit - Upper (95%) | NOK 739902 |
"
[1] "| Accrued Allowance | NOK 480000 |
"
Saving 8.76 x 5.53 in image
Saving 8.76 x 5.53 in image
Saving 8.76 x 5.53 in image
[1] "HxHi"
[1] "| Days | 731 |
"
[1] "| Gearing Factor | 2.0x |
"
[1] "| Interest Rate | 6.00% |
"
[1] "| Crash | FALSE |
"
[1] "| Estimated Probability of Margin Call | 8.40% |
"
[1] "| Cum. Return - Standard Deviation | 69.10% |
"
[1] "| Cum. Return - Lower (5%) | -82.04% |
"
[1] "| Cum. Return - Mid/Expected (50%) | 12.46% |
"
[1] "| Cum. Return - Upper (95%) | 145.27% |
"
[1] "| Sharp Ratio | 0.0205 | "
[1] "
| Cum. Profit - Standard Deviation | NOK 331679 |
"
[1] "| Cum. Profit - Lower (5%) | NOK -393784 |
"
[1] "| Cum. Profit - Mid/Expected (50%) | NOK 59823 |
"
[1] "| Cum. Profit - Upper (95%) | NOK 697298 |
"
[1] "| Accrued Allowance | NOK 480000 |
"
Saving 8.76 x 5.53 in image
Saving 8.76 x 5.53 in image
Saving 8.76 x 5.53 in image
[1] "LxLi"
[1] "| Days | 731 |
"
[1] "| Gearing Factor | 0.5x |
"
[1] "| Interest Rate | 2.00% |
"
[1] "| Crash | FALSE |
"
[1] "| Estimated Probability of Margin Call | 0.00% |
"
[1] "| Cum. Return - Standard Deviation | 34.91% |
"
[1] "| Cum. Return - Lower (5%) | -34.13% |
"
[1] "| Cum. Return - Mid/Expected (50%) | 10.88% |
"
[1] "| Cum. Return - Upper (95%) | 78.21% |
"
[1] "| Sharp Ratio | 0.0202 | "
[1] "
| Cum. Profit - Standard Deviation | NOK 167585 |
"
[1] "| Cum. Profit - Lower (5%) | NOK -163831 |
"
[1] "| Cum. Profit - Mid/Expected (50%) | NOK 52213 |
"
[1] "| Cum. Profit - Upper (95%) | NOK 375414 |
"
[1] "| Accrued Allowance | NOK 480000 |
"
Saving 8.76 x 5.53 in image
Saving 8.76 x 5.53 in image
Saving 8.76 x 5.53 in image
[1] "LxHi"
[1] "| Days | 731 |
"
[1] "| Gearing Factor | 0.5x |
"
[1] "| Interest Rate | 6.00% |
"
[1] "| Crash | FALSE |
"
[1] "| Estimated Probability of Margin Call | 0.00% |
"
[1] "| Cum. Return - Standard Deviation | 34.39% |
"
[1] "| Cum. Return - Lower (5%) | -36.00% |
"
[1] "| Cum. Return - Mid/Expected (50%) | 9.17% |
"
[1] "| Cum. Return - Upper (95%) | 76.13% |
"
[1] "| Sharp Ratio | 0.0199 | "
[1] "
| Cum. Profit - Standard Deviation | NOK 165072 |
"
[1] "| Cum. Profit - Lower (5%) | NOK -172778 |
"
[1] "| Cum. Profit - Mid/Expected (50%) | NOK 44013 |
"
[1] "| Cum. Profit - Upper (95%) | NOK 365438 |
"
[1] "| Accrued Allowance | NOK 480000 |
"
Saving 8.76 x 5.53 in image
Saving 8.76 x 5.53 in image
Saving 8.76 x 5.53 in image
[1] "Nx"
[1] "| Days | 731 |
"
[1] "| Gearing Factor | 0.0x |
"
[1] "| Interest Rate | 2.00% |
"
[1] "| Crash | FALSE |
"
[1] "| Estimated Probability of Margin Call | 0.00% |
"
[1] "| Cum. Return - Standard Deviation | 22.77% |
"
[1] "| Cum. Return - Lower (5%) | -22.26% |
"
[1] "| Cum. Return - Mid/Expected (50%) | 8.33% |
"
[1] "| Cum. Return - Upper (95%) | 51.37% |
"
[1] "| Sharp Ratio | 0.0200 | "
[1] "
| Cum. Profit - Standard Deviation | NOK 109305 |
"
[1] "| Cum. Profit - Lower (5%) | NOK -106849 |
"
[1] "| Cum. Profit - Mid/Expected (50%) | NOK 39970 |
"
[1] "| Cum. Profit - Upper (95%) | NOK 246593 |
"
[1] "| Accrued Allowance | NOK 480000 |
"
Saving 8.76 x 5.53 in image
Saving 8.76 x 5.53 in image
Saving 8.76 x 5.53 in image
[1] "HxLiC"
[1] "| Days | 731 |
"
[1] "| Gearing Factor | 2.0x |
"
[1] "| Interest Rate | 2.00% |
"
[1] "| Crash | TRUE |
"
[1] "| Estimated Probability of Margin Call | 78.87% |
"
[1] "| Cum. Return - Standard Deviation | 66.57% |
"
[1] "| Cum. Return - Lower (5%) | -102.73% |
"
[1] "| Cum. Return - Mid/Expected (50%) | -73.09% |
"
[1] "| Cum. Return - Upper (95%) | 84.30% |
"
[1] "| Sharp Ratio | -0.0259 | "
[1] "
| Cum. Profit - Standard Deviation | NOK 319555 |
"
[1] "| Cum. Profit - Lower (5%) | NOK -493121 |
"
[1] "| Cum. Profit - Mid/Expected (50%) | NOK -350812 |
"
[1] "| Cum. Profit - Upper (95%) | NOK 404619 |
"
[1] "| Accrued Allowance | NOK 480000 |
"
Saving 8.76 x 5.53 in image
Saving 8.76 x 5.53 in image
Saving 8.76 x 5.53 in image
[1] "NxC"
[1] "| Days | 731 |
"
[1] "| Gearing Factor | 0.0x |
"
[1] "| Interest Rate | 2.00% |
"
[1] "| Crash | TRUE |
"
[1] "| Estimated Probability of Margin Call | 0.00% |
"
[1] "| Cum. Return - Standard Deviation | 28.91% |
"
[1] "| Cum. Return - Lower (5%) | -54.63% |
"
[1] "| Cum. Return - Mid/Expected (50%) | -23.54% |
"
[1] "| Cum. Return - Upper (95%) | 36.09% |
"
[1] "| Sharp Ratio | -0.0255 | "
[1] "
| Cum. Profit - Standard Deviation | NOK 138783 |
"
[1] "| Cum. Profit - Lower (5%) | NOK -262248 |
"
[1] "| Cum. Profit - Mid/Expected (50%) | NOK -112982 |
"
[1] "| Cum. Profit - Upper (95%) | NOK 173210 |
"
[1] "| Accrued Allowance | NOK 480000 |
"
Saving 8.76 x 5.53 in image
Saving 8.76 x 5.53 in image
Saving 8.76 x 5.53 in image
[1] "HxLi2"
[1] "| Days | 731 |
"
[1] "| Gearing Factor | 2.0x |
"
[1] "| Interest Rate | 2.00% |
"
[1] "| Crash | FALSE |
"
[1] "| Estimated Probability of Margin Call | 5.96% |
"
[1] "| Cum. Return - Standard Deviation | 68.81% |
"
[1] "| Cum. Return - Lower (5%) | -73.86% |
"
[1] "| Cum. Return - Mid/Expected (50%) | 19.47% |
"
[1] "| Cum. Return - Upper (95%) | 150.78% |
"
[1] "| Sharp Ratio | 0.0203 | "
[1] "
| Cum. Profit - Standard Deviation | NOK 330312 |
"
[1] "| Cum. Profit - Lower (5%) | NOK -354540 |
"
[1] "| Cum. Profit - Mid/Expected (50%) | NOK 93468 |
"
[1] "| Cum. Profit - Upper (95%) | NOK 723762 |
"
[1] "| Accrued Allowance | NOK 480000 |
"
Saving 8.76 x 5.53 in image
Saving 8.76 x 5.53 in image
Saving 8.76 x 5.53 in image