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AbsoluteRiskMeasuresSemiDeviation Method
A measure of volatility in returns below the mean. It's similar to standard deviation, but it only looks at periods where the investment return was less than average return.

Namespace:  MathNet.Numerics.Financial
Assembly:  MathNet.Numerics (in MathNet.Numerics.dll) Version: 3.7
Syntax
C#
Copy
public static double SemiDeviation(
	this IEnumerable<double> data
)

Parameters

data
Type: System.Collections.GenericIEnumerableDouble

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

Return Value

Type: Double

[Missing <returns> documentation for "M:MathNet.Numerics.Financial.AbsoluteRiskMeasures.SemiDeviation(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