portfolioexamples_plot (Maximizing Sharpe Ratio)

Portfolioexamples_plot: "A specialized "helper" function portfolioexamples_plot makes it possible to plot all results to be developed here. This first plot shows the distribution of individual assets according to their means and standard deviations of returns. In addition, the equal-weight, market, and cash portfolios are plotted on the same plot. Note that the plot function converts monthly total returns into annualized total returns ." (Added boldness)
Is there any way to disable that this function annualizes the return? My returns are given as the total remaining return until the maturity date (bonds).
Thanks

回答 (1 件)

Ryan Lemand
Ryan Lemand 2017 年 10 月 15 日

0 投票

Hi,
I have the same question. Have you managed to find a solution?
Thanks.

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ヘルプ センター および File ExchangePortfolio Optimization and Asset Allocation についてさらに検索

質問済み:

2014 年 5 月 13 日

回答済み:

2017 年 10 月 15 日

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