A list containing the portfolio numeric weights, mean value,
volatility and Sharpe Ratio.
Arguments
opt
List output of `optimize.portfolio`
returns
Multivariate xts object of portfolio assets returns
digits
Integer number of significant digits with default NULL
annualize
Logical with default TRUE
frequency
Returns frequency: "monthly", "weekly" or "daily"
rf
Numeric value with default 0.0
Author
R. Douglas Martin
Details
This function uses the weights returned by optimize.portfolio,
along with the portfolio assets returns, and a risk-free rate, to
to compute the portfolio mean return, volatility, and Sharpe Ratio.