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PortfolioGetSharpeRatio Method

Calculates the Sharpe ratio of this portfolio.

Namespace: Austra.Library.MVO
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.8.0+77a1ed58155f905ef6d88f42ae024582c7e1b4c3
Syntax
C#
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public double GetSharpeRatio(
	double riskFreeReturn
)

Parameters

riskFreeReturn  Double
The risk free return.

Return Value

Double
The reward-to-variability ratio.
See Also