Efficient frontier with financial toolbox

Hey

I want to analyse a portfolio consisting of the asset classes in the box below and evaluate the efficient frontier and sharpe ratio of a portfolio which does not contain real estate and one which does. I am using the code from Bob Taylor from "Using MATLAB to Optimize Portfolios with Financial Toolbox" and have a couple of problem.

The two main questions are:

1) The historical data ranges differ for the different portfolios and I am a bit unsure whether it is better to look at a specific period of e.g 20 years (where all asset classes have data) or to use the longest possible data range for each asset classes and use NaN in the asset classes where the range is lower?

2) I get a bit strange outcome for the cash return which is way higher than the cash return used in the webinar - do anyone have a suggestion on how to solve this issue - should I use another proxy for cash and then which one would be appropriate, or?

Looking forward to hear from you.

[amsev lahore]

Thank you so much for sharing these type of information.

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