The methods of the Perform class are listed below. For a complete list of Perform class members, see the Perform Members topic.
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. |
Finalize (inherited from Object) | |
MemberwiseClone (inherited from Object) |
Perform Class | Portfolio Namespace