portfolioexamples_plot (Maximizing Sharpe Ratio)

18 views (last 30 days)
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

Answers (1)

Ryan Lemand
Ryan Lemand on 15 Oct 2017
Hi,
I have the same question. Have you managed to find a solution?
Thanks.

Categories

Find more on Portfolio Optimization and Asset Allocation in Help Center and File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!