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AbsoluteRiskMeasuresGainStandardDeviation Method

Calculation is similar to Standard Deviation , except it calculates an average (mean) return only for periods with a gain and measures the variation of only the gain periods around the gain mean. Measures the volatility of upside performance. © Copyright 1996, 1999 Gary L.Gastineau. First Edition. © 1992 Swiss Bank Corporation.

Namespace: Altaxo.Calc.Financial
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3572.0 (4.8.3572.0)
Syntax
C#
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public static double GainStandardDeviation(
	this IEnumerable<double> data
)

Parameters

data  IEnumerableDouble
The sequence of periodic returns.

Return Value

Double
The standard deviation of all non-negative returns.

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).
See Also