PortfolioAnalytics question re: showing results

Hi again,

In running the chart.RiskReward code, the "Optimal" portfolio is being
plotted in the middle of the feasible portfolio set.  Why would that be
happening?  Or is it because I am using customized risk/return calcs and
the corresponding values for the optimal portfolio are not being scaled?

In general, the optimal portfolio is the portfolio with the minimum
objective function value. In this specific case, the objective functions in
the portfolio you defined have multipler=0 so the objective value for every
portfolio is 0 (note: this is the "out" column in the output of
extractStats). The first row in the extractStats output is the equal weight
portfolio which is being interpreted as the optimal portfolio since it has
a value of 0 for 'out'.

Ross