Modulus C# Backtester
Gets the annualized sortino ratio where MAR=5%
Namespace: Modulus.BacktesterAssembly: Modulus.Backtester (in Modulus.Backtester.dll) Version: 1.0.0.0 (1.0.0.0)
public double AnnualizedSortinoRatioMAR5 { get; internal set; }public double AnnualizedSortinoRatioMAR5 { get; internal set; }Public Property AnnualizedSortinoRatioMAR5 As Double
Get
Friend Set
Public Property AnnualizedSortinoRatioMAR5 As Double
Get
Friend Set
public:
property double AnnualizedSortinoRatioMAR5 {
double get ();
internal: void set (double value);
}public:
property double AnnualizedSortinoRatioMAR5 {
double get ();
internal: void set (double value);
}Field Value
The annualized sortino ratio.