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AbsoluteRiskMeasuresLossStandardDeviation Method

Similar to standard deviation, except this statistic calculates an average (mean) return for only the periods with a loss and then measures the variation of only the losing periods around this loss mean. This statistic measures the volatility of downside performance.

Namespace: Altaxo.Calc.Financial
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3179.0 (4.8.3179.0)
Syntax
C#
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public static double LossStandardDeviation(
	this IEnumerable<double> data
)

Parameters

data  IEnumerableDouble

[Missing <param name="data"/> documentation for "M:Altaxo.Calc.Financial.AbsoluteRiskMeasures.LossStandardDeviation(System.Collections.Generic.IEnumerable{System.Double})"]

Return Value

Double

[Missing <returns> documentation for "M:Altaxo.Calc.Financial.AbsoluteRiskMeasures.LossStandardDeviation(System.Collections.Generic.IEnumerable{System.Double})"]

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).
Remarks
http://www.offshore-library.com/kb/statistics.php
See Also