Message-ID: <CA+oJuEGPRLOger8L7GB2-s_k-cGHZfCu1QvYy+JB53KZXOyT3w@mail.gmail.com>
Date: 2016-03-16T18:12:01Z
From: Ilya Kipnis
Subject: PortfolioAnalytics question re: showing results
In-Reply-To: <715fde38520f15d3c03d41125cc58ca2@considine.net>
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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