Modulus C# Backtester
Gets the 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 SortinoRatioMAR5 { get; internal set; }
public double SortinoRatioMAR5 { get; internal set; }
Public Property SortinoRatioMAR5 As Double
Get
Friend Set
Public Property SortinoRatioMAR5 As Double
Get
Friend Set
public:
property double SortinoRatioMAR5 {
double get ();
internal: void set (double value);
}
public:
property double SortinoRatioMAR5 {
double get ();
internal: void set (double value);
}
Field Value
The sortino ratio.