Overlay the efficient frontiers of different minRisk portfolio objects on a single plot.
chart.EfficientFrontierCompare(
R,
portfolio,
risk_type,
n.portfolios = 25,
match.col = c("StdDev", "ES"),
guideline = NULL,
main = "Efficient Frontiers",
plot_type = "l",
cex.axis = 0.5,
element.color = "darkgray",
legend.loc = NULL,
legend.labels = NULL,
cex.legend = 0.8,
xlim = NULL,
ylim = NULL,
...,
chart.assets = TRUE,
labels.assets = TRUE,
pch.assets = 21,
cex.assets = 0.8,
col = NULL,
lty = NULL,
lwd = NULL
)an xts object of asset returns
same constrained portfolio created by portfolio.spec
type of risk that you want to compare
number of portfolios to extract along the efficient frontier.
This is only used for objects of class optimize.portfolio
string name of column to use for portfolio object. Must match the name of an objective.
show the risk difference and mean difference between efficient frontiers
title used in the plot.
define the plot_type, default is "l"
the magnification to be used for sizing the axis text relative to the current setting of 'cex', similar to plot.
provides the color for drawing less-important chart elements, such as the box lines, axis lines, etc.
location of the legend; NULL, "bottomright", "bottom", "bottomleft", "left", "topleft", "top", "topright", "right" and "center".
character vector to use for the legend labels.
The magnification to be used for sizing the legend relative to the current setting of 'cex', similar to plot.
set the x-axis limit, same as in plot.
set the y-axis limit, same as in plot.
passthrough parameters to plot.
TRUE/FALSE to include the assets.
TRUE/FALSE to include the asset names in the plot.
plotting character of the assets, same as in plot.
A numerical value giving the amount by which the asset points and labels should be magnified relative to the default.
vector of colors with length equal to the number of portfolios in portfolio_list. Add two more to customize guideline color.
vector of line types with length equal to the number of portfolios in portfolio_list. Add two more to customize guideline type.
vector of line widths with length equal to the number of portfolios in portfolio_list. Add two more to customize guideline width.
Xinran Zhao