SortinoRatioMAR5 Property

BacktestResults SortinoRatioMAR5 Property

Modulus Backtester

Gets the sortino ratio where MAR=5%

Namespace: Modulus.Backtester
Assembly: Modulus.Backtester (in Modulus.Backtester.dll) Version: 1.0.0.0 (1.0.0.0)

Syntax

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);
}

The sortino ratio.