[R-SIG-Finance] PortfolioAnalytics question re: showing results

matt at considine.net matt at considine.net
Wed Mar 16 19:06:29 CET 2016


Hi,
I have a sense I have overlooked something pretty basic here, but I'll 
risk asking an obvious question.  I am trying to use PortfolioAnalytics 
as a complement to information provided by an investment consultant.  
They are presenting their efficient frontier results with annualized 
expected return data.  I'm feeding PortfolioAnalytics monthly historical 
data, so the resulting chart/summary data is on a monthly basis (I 
believe).

Is there a flag for results to be presented on an annualized basis?

Thank in advance - and apologies for overlooking something clear.  I did 
try to search the docs first :)
Regards,
Matt



More information about the R-SIG-Finance mailing list