Absolute |
The AbsoluteReturnMeasures type exposes the following members.
Methods| Name | Description | |
|---|---|---|
 | CompoundReturn | Compound monthly return, 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 loss mean. 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