AbsoluteRiskMeasuresGainLossRatio Method

Measures a fund’s average gain in a gain period divided by the fund’s average loss in a losing period. Periods can be monthly or quarterly depending on the data frequency.

Namespace: Altaxo.Calc.Financial
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3572.0 (4.8.3572.0)

Syntax

Copy

public static double GainLossRatio(
	this IEnumerable<double> data
)

Parameters

data IEnumerableDouble: The sequence of periodic returns.

Return Value

Double
The absolute ratio of mean gains to mean losses.

Usage Note

In Visual Basic and C#, you can call this method as an instance method on any object of type IEnumerableDouble. When you use instance method syntax to call this method, omit the first parameter. For more information, see Extension Methods (Visual Basic) or Extension Methods (C# Programming Guide).

Reference

AbsoluteRiskMeasures Class

Altaxo.Calc.Financial Namespace