Below is the ggplot
visualization of rolling Sortino from Chapter X of Reproducible Finance.
rolling_sortino_xts %>%
tk_tbl(preserve_index = TRUE, rename_index = "date") %>%
rename(rolling_sortino = sortino) %>%
ggplot(aes(x = date, y = rolling_sortino)) +
geom_line(color = "cornflowerblue") +
ggtitle("Rolling 24-Month Sortino Ratio") +
scale_x_date(breaks = pretty_breaks(n = 8)) +
theme(plot.title = element_text(hjust = 0.5))