 | 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: MathNet.Numerics.Financial
Assembly: MathNet.Numerics (in MathNet.Numerics.dll) Version: 3.7
SyntaxC#
public static double GainLossRatio( this IEnumerable<double> data )
Parameters
- data
- Type: System.Collections.GenericIEnumerableDouble
[Missing <param name="data"/> documentation for "M:MathNet.Numerics.Financial.AbsoluteRiskMeasures.GainLossRatio(System.Collections.Generic.IEnumerable{System.Double})"]
Return Value
Type: Double[Missing <returns> documentation for "M:MathNet.Numerics.Financial.AbsoluteRiskMeasures.GainLossRatio(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).See Also