fPortfolio minimum variance optimisation under constraints

I have when running an optimisation under constraints to derive a set of
currency hedge ratios using the fPortfolio package.  My portfolio is made
of 1 domestic asset (GBP) with a fix weight of 60% and 4 other non-domestic
assets for which I have for each a currency hedged and currency un-hedged
series with a box constraint summing up to the country weight in my
benchmark (respectively 20% for US 10% for Euro, 5% for Japan and 5% for
Switzerland). What I want to do is to find the portfolio that minimise the
variance (and also the one that maximise the risk return ratio). then the
proportionality of weights between the hedge and un-hedged asset will be my
hedge ratio.  The code below is in respect of the minimum variance
portfolio. I have coded a few lines and this seems to work most of the time
but in some occasion I am returned with a vector solution where of weights
are equal to zero. So I am obviously doing something wrong. It may be
something trivial,  possibly the initial settings of the portfolio spec or
the constraints,.but I can t seem to find what it is and running out of
ideas. I would be really thankful  if someonee could take the time to
peruse through the few below lines or point me towarda solution. I have
tried the StackOverflow forum but did not get any answer so far.  I have
attached  my code  and a sample of the data in the below.

                GBP-U         USD-U         EUR-U        JPY-U         CHF-U         USD-H         EUR-H         JPY-H        CHF-H
 2016-05-13  0.0013866228 -0.0004015032  0.0023176509  0.004868271  0.0230163636 -0.0046939993  0.0065432710  0.0146679154  0.022040377
 2016-05-20  0.0027094242 -0.0063831791 -0.0126106089 -0.006146676 -0.0158351590  0.0031237903  0.0045931268  0.0173505502  0.008964457
 2016-05-27  0.0181190929  0.0140661262  0.0099806390 -0.005023782  0.0206840583  0.0223892121  0.0282165690  0.0048453909  0.033676661
 2016-06-03 -0.0102711128  0.0081653966  0.0133194563  0.031814348  0.0092257881  0.0009701383 -0.0161380212 -0.0101505102 -0.016812484
 2016-06-10 -0.0144639135  0.0160062120 -0.0152727781  0.008429249  0.0015983898 -0.0021260494 -0.0229890046 -0.0054785155 -0.027628141
 2016-06-17 -0.0152295990 -0.0183599416 -0.0266861641 -0.039472434 -0.0286395252 -0.0112888146 -0.0217678087 -0.0589147494 -0.026415992
 2016-06-24  0.0200253356  0.0317549413  0.0346147227  0.029164922  0.0401491058 -0.0166789670  0.0006268938 -0.0379679346  0.004386684
 2016-07-01  0.0696777854  0.0620232077  0.0754752233  0.065465564  0.0704656764  0.0314514909  0.0433540129  0.0379248977  0.041482495
 2016-07-08  0.0016753950  0.0369097752  0.0076117981  0.007834512  0.0070165833  0.0130392554 -0.0084350439 -0.0354380321 -0.006380199
 2016-07-15  0.0118593292 -0.0037643046  0.0058939005  0.028278185 -0.0020681743  0.0144418213  0.0257127861  0.0888542585  0.015778875
 2016-07-22  0.0092918745  0.0130552307  0.0086318585  0.001398931  0.0062780458  0.0067460116  0.0077586182  0.0070486894  0.004685162
 2016-07-29 -0.0004646661 -0.0094042916  0.0124831676  0.025141288  0.0018086154 -0.0002180359  0.0040494413 -0.0046691781 -0.006745367
 2016-08-05  0.0101311910  0.0160368778  0.0045395343 -0.014712256  0.0081973627  0.0040861320  0.0006639525 -0.0289135714  0.007984259
 2016-08-12  0.0177313054  0.0125451367  0.0377475690  0.050109303  0.0322171465  0.0007342288  0.0192744848  0.0332886266  0.014216897
 2016-08-19 -0.0086591802 -0.0121869847 -0.0131592756 -0.018946998 -0.0182591489 -0.0003056645 -0.0156054036 -0.0176744155 -0.020491089
 2016-08-26 -0.0032629188 -0.0112907806 -0.0099742141 -0.028672792 -0.0178773544 -0.0066076557  0.0061594585 -0.0078421386  0.005324054
 2016-09-02  0.0082322936 -0.0063800658 -0.0012434593  0.010783580  0.0006709931  0.0054516933  0.0145201246  0.0429479722  0.015518353
 2016-09-09 -0.0172703615 -0.0222186855 -0.0031692051  0.014054238  0.0031503483 -0.0243009678 -0.0119551411  0.0001827415 -0.004089906
 2016-09-16 -0.0105444978  0.0257113060 -0.0072348498 -0.002332981 -0.0002596633  0.0054847746 -0.0203191336 -0.0263452760 -0.015320125
 2016-09-23  0.0294827487  0.0150126367  0.0358026791  0.041563858  0.0298489405  0.0121889694  0.0268098637  0.0263689159  0.017033142
 2016-09-30 -0.0010620124  0.0010033756 -0.0058345738 -0.025319672 -0.0159143301  0.0014163678 -0.0060494835 -0.0215285310 -0.014212323
 2016-10-07  0.0213392520  0.0351900327  0.0426486765  0.047394294  0.0333505051 -0.0072195144  0.0034453853  0.0210516899 -0.002539864
 2016-10-14 -0.0050982217  0.0095672058  0.0009866843  0.004577971  0.0035956430 -0.0102205657  0.0020303997 -0.0035136735 -0.002926098
 2016-10-21  0.0002873986  0.0004041448 -0.0029951394  0.012861688 -0.0135120432  0.0038727554  0.0087025204  0.0127856995 -0.006358163
 2016-10-28 -0.0039917961 -0.0029823347  0.0078312950  0.013806532 -0.0053670019 -0.0070482290 -0.0052953175  0.0188646173 -0.014826428





 require(fPortfolio)
 spec <- portfolioSpec()
 mydata <- as.timeSeries(mydata)

 cons <- c("eqsumW['GBP-U']=0.6" ,"eqsumW[c('USD-U','USD-H')]=0.20","eqsumW[c('EUR-U','EUR-H')]=0.10","eqsumW[c('JPY-U','JPY-H')]=0.05","eqsumW[c
 ('CHF-U','CHF-H')]=0.05")

 minvariancePortfolio(list(mu=apply(mydata,2,function(x) mean(x)),sigma=cov(mydata)), spec = spec , constraints = cons)






when running the above lines on the data I get the following:

 Title:
  MV Minimum Variance Portfolio
  Estimator:         covEstimator
  Solver:            solveRquadprog
  Optimize:          minRisk
  Constraints:       LongOnly

 Portfolio Weights:
 GBP-U USD-U EUR-U JPY-U CHF-U USD-H EUR-H JPY-H CHF-H
     0     0     0     0     0     0     0     0     0

 Covariance Risk Budgets:
 GBP-U USD-U EUR-U JPY-U CHF-U USD-H EUR-H JPY-H CHF-H


 Target Return and Risk:
 [1] 0

 Description:
  Mon Oct 31 11:26:35 2016 by user: 43951663





Clearly this is not right as I have a solution when I optimise this in
excel I get the following when I solve to minimise the portfolio risk:


     Constraints
 GBP 0.6000
 USD 0.2000
 EUR 0.1000
 JPY 0.0500
 CHF 0.0500

 Portfolio   1.0000


 Weights
 GBP-U   USD-U   EUR-U   JPY-U   CHF-U   USD-H   EUR-H   JPY-H   CHF-H
 0.6000  0.0000  0.0000  0.0423  0.0000  0.2000  0.1000  0.0077  0.0500

 Portfolio Stdev 0.01562
 Portfolio Mean  0.00424






Kind regards



Pierre



************************************************************
HSBC Bank plc
Registered Office: 8 Canada Square, London E14 5HQ
Registered in England - Number 14259
Authorised by the Prudential Regulation Authority and regulated by the
Financial Conduct Authority and the Prudential Regulation Authority
************************************************************



-----------------------------------------
SAVE PAPER - THINK BEFORE YOU PRINT!

This E-mail is confidential.

It may also be legally privileged. If you are not the addressee you may not copy,
forward, disclose or use any part of it. If you have received this message in error,
please delete it and all copies from your system and notify the sender immediately by
return E-mail.

Internet communications cannot be guaranteed to be timely secure, error or virus-free.
The sender does not accept liability for any errors or omissions.