WebCab XL Community Edition

Perform Methods

The methods of the Perform class are listed below. For a complete list of Perform class members, see the Perform Members topic.

Public Instance Methods

Equals (inherited from Object)
GeoMeanReturn Evaluates the Geometric Mean Return of the performance of a portfolio measured over several intervals.
GetHashCode (inherited from Object)
GetType (inherited from Object)
PortReturn Evaluates the real or expected return of a portfolio of assets over a given period.
Return Evaluates the total realized returns of a portfolio over a given period of time.
Sharpes 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)
Treynors 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)
MemberwiseClone (inherited from Object)

See Also

Perform Class | Portfolio Namespace