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

[matt at considine.net]

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 


http://stackoverflow.com/questions/26745976/create-efficient-frontier-in-portfolioanalytics-without-an-xts-object


So I'll play with that. 

Regards, 

Matt 

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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