title: Calculating annual return from monthly return, why does it generate Nan?
body: <p>I have some irregular data below, that gives me the monthly return correctly. Now I wish to transform it into annual geometric return, but for some reason it returns NaN for many values. </p>
  
  <p>I suspect it is because of how the index values in the xts objet is ordered, but I do not know how to turn them into descending (couldn't find an answer to it either online). </p>
  
  <p>What is wrong? And how can it be resolved?</p>
  
  <p>Code below</p>
  
  <pre><code>Browse[2]&gt; Data.xts[,1]
             monthly.returns
  2012-09-27     -0.02469261
  2012-10-30     -0.05129329
  2012-11-29      0.05129329
  2012-12-30      0.11778304
  2013-01-30     -0.14310084
  2013-02-27     -0.08004271
  2013-03-28     -0.02817088
  2013-04-29     -0.02898754
  2013-05-30      0.16251893
  2013-06-27      0.00000000
  2013-07-30      0.52324814
  2013-08-29      0.86927677
  2013-09-29     -0.01250016
  2013-10-30      0.02484600
  2013-11-28     -0.06986968
  2013-12-30     -0.06453852
  2014-01-30      0.17055672
  2014-02-27      0.22195942
  2014-03-30      0.02342027
  2014-04-29     -0.11258822
  2014-05-29      0.03061464
  2014-06-29     -0.08381867
  2014-07-30     -0.06782260
  2014-08-28     -0.08541775
  2014-09-29     -0.10394609
  2014-10-30     -0.29833937
  2014-11-27      0.05556985
  2014-12-30     -0.22652765
  
  Browse[2]&gt; annualReturn(Data.xts[, 'monthly.returns'] , type = 'log')
             yearly.returns
  2012-12-30            NaN
  2013-12-30            NaN
  2014-12-30       1.255605
  </code></pre>