 | AbsoluteReturnMeasures Class |
Inheritance HierarchyNamespace: MathNet.Numerics.Financial
Assembly: MathNet.Numerics (in MathNet.Numerics.dll) Version: 3.7
SyntaxC#
public static class AbsoluteReturnMeasures
The AbsoluteReturnMeasures type exposes the following members.
Methods| Name | Description | |
|---|---|---|
  | CompoundMonthlyReturn | Obsolete. |
| CompoundReturn |
Compound Monthly Return or Geometric Return or Annualized Return
|
| GainMean |
Average Gain or Gain Mean
This is a simple average (arithmetic mean) of the periods with a gain. It is calculated by summing the returns for gain periods (return 0)
and then dividing the total by the number of gain periods.
|
| LossMean |
Average Loss or LossMean
This is a simple average (arithmetic mean) of the periods with a loss. It is calculated by summing the returns for loss periods (return < 0)
and then dividing the total by the number of loss periods.
|
See Also