WebCab Portfolio for .NET v5.0 Demo

PerformanceEvaluation Members

PerformanceEvaluation overview

Public Instance Constructors

PerformanceEvaluation Constructor Creates a new instance.

Public Instance Methods

Equals (inherited from Object)Determines whether the specified Object is equal to the current Object.
GeometricMeanReturn Evaluates the Geometric Mean Return of the performance of a portfolio measured over several intervals.
GetHashCode (inherited from Object)Serves as a hash function for a particular type, suitable for use in hashing algorithms and data structures like a hash table.
GetType (inherited from Object)Gets the Type of the current instance.
PortfolioReturn Evaluates the real or expected return of a portfolio of assets over a given period.
SharpesRatio Sharpe's Ratio which evaluates the excess return of an asset over the risk free rate of return for each additional unit of risk which the portfolio assumes.
ToString (inherited from Object)Returns a String that represents the current Object.
TotalReturn Evaluates the total realized returns of a portfolio over a given period of time.
TreynorsMeasure We calculate Treynor's performance measure which takes into account the systematic risk (or beta) and the average return when assessing the overall risk adjusted performance of a portfolio.

Protected Instance Methods

Finalize (inherited from Object)Allows an Object to attempt to free resources and perform other cleanup operations before the Object is reclaimed by garbage collection.
MemberwiseClone (inherited from Object)Creates a shallow copy of the current Object.

See Also

PerformanceEvaluation Class | WebCab.Libraries.Finance.Portfolio Namespace