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

Ilya Kipnis ilya.kipnis at gmail.com
Wed Mar 16 19:12:01 CET 2016


PerformanceAnalytics has all the tools you need for those things. EG
Return.annualized, and so on.


On Wed, Mar 16, 2016 at 2:06 PM, <matt at considine.net> wrote:

> 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
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