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

matt at considine.net matt at considine.net
Wed Mar 16 19:52:40 CET 2016


Hi Ilya, 

Thank you for the heads up on that. I'm thinking what I need to do is
pass the functions calculated moments, as seen here 


So I'll play with that. 



On 2016-03-16 13:12, Ilya Kipnis wrote: 

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