PortfolioGetSharpeRatio Method

Calculates the Sharpe ratio of this portfolio.

Definition

Namespace: Austra.Library.MVO
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.5.0+d1268756e036101f601080f153b3997e72fc912d
C#
public double GetSharpeRatio(
	double riskFreeReturn
)

Parameters

riskFreeReturn  Double
The risk free return.

Return Value

Double
The reward-to-variability ratio.

See Also