PortfolioAnalytics question re: showing results
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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