PortfolioGetSharpeRatio Method
Calculates the Sharpe ratio of this portfolio.
Namespace: Austra.Library.MVOAssembly: Austra.Library (in Austra.Library.dll) Version: 2.5.0+d1268756e036101f601080f153b3997e72fc912d
public double GetSharpeRatio(
double riskFreeReturn
)
- riskFreeReturn Double
- The risk free return.
DoubleThe reward-to-variability ratio.