SharpeRatio Class

Namespace: OberMind.Statistics
Assembly: OberMind (in OberMind.dll)

public class SharpeRatio : PortfolioStatisticsItem

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public ref class SharpeRatio : public PortfolioStatisticsItem^

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public class SharpeRatio 
   extends PortfolioStatisticsItem

This language is not supported or no code example is available.

Properties

	Name	Description
	Category
	Clock	(inherited from PortfolioStatisticsItem).
	Description	(inherited from PortfolioStatisticsItem).
	EmitId	(inherited from PortfolioStatisticsItem).
	Format	(inherited from PortfolioStatisticsItem).
	LongValue	(inherited from PortfolioStatisticsItem).
	LongValues	(inherited from PortfolioStatisticsItem).
	Name
	RiskFreeReturn
	ShortValue	(inherited from PortfolioStatisticsItem).
	ShortValues	(inherited from PortfolioStatisticsItem).
	Show	(inherited from PortfolioStatisticsItem).
	TotalValue	(inherited from PortfolioStatisticsItem).
	TotalValues	(inherited from PortfolioStatisticsItem).
	Type

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Methods

	Name	Description
	Emit()	(inherited from PortfolioStatisticsItem).
	OnClear()	(inherited from PortfolioStatisticsItem).
	OnEquity(double)	(inherited from PortfolioStatisticsItem).
	OnFill(Fill)	(inherited from PortfolioStatisticsItem).
	OnInit()
	OnPositionChanged(Position)	(inherited from PortfolioStatisticsItem).
	OnPositionClosed(Position)	(inherited from PortfolioStatisticsItem).
	OnPositionOpened(Position)	(inherited from PortfolioStatisticsItem).
	OnPositionSideChanged(Position)	(inherited from PortfolioStatisticsItem).
	OnRoundTrip(TradeInfo)	(inherited from PortfolioStatisticsItem).
	OnStatistics(PortfolioStatisticsItem)
	OnTransaction(Transaction)	(inherited from PortfolioStatisticsItem).
	Subscribe(int)	(inherited from PortfolioStatisticsItem).
	Unsubscribe(int)	(inherited from PortfolioStatisticsItem).

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Fields

	Name	Description
	annualizedReturnPercent
	longValue	(inherited from PortfolioStatisticsItem).
	longValues	(inherited from PortfolioStatisticsItem).
	portfolio	(inherited from PortfolioStatisticsItem).
	shortValue	(inherited from PortfolioStatisticsItem).
	shortValues	(inherited from PortfolioStatisticsItem).
	statistics	(inherited from PortfolioStatisticsItem).
	stdDev
	totalValue	(inherited from PortfolioStatisticsItem).
	totalValues	(inherited from PortfolioStatisticsItem).

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Inheritance Hierarchy

OberMind.PortfolioStatisticsItem

OberMind.Statistics.SharpeRatio

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SharpeRatio Class

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