Click or drag to resize

AbsoluteRiskMeasures.LossStandardDeviation 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: 4.8.3261.0 (4.8.3261.0)
Syntax
C#
Copy
public static double LossStandardDeviation(
	this IEnumerable<double> data
)

Parameters

data  IEnumerable<Double>

[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 IEnumerable<Double>. 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