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<a href="../MathNet.Numerics.Financial/AbsoluteReturnMeasures.htm" class="current">AbsoluteReturnMeasures</a>
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<a href="../MathNet.Numerics.Financial/AbsoluteRiskMeasures.htm">AbsoluteRiskMeasures</a>
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<div class="header">
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<p class="class"><strong>Type</strong> AbsoluteReturnMeasures</p>
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<p><strong>Namespace</strong> MathNet.Numerics.Financial</p>
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<div class="sub-header">
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<h3 class="section">Static Functions</h3>
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<ul>
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<li><a href="../MathNet.Numerics.Financial/AbsoluteReturnMeasures.htm#CompoundReturn">CompoundReturn</a></li>
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<li><a href="../MathNet.Numerics.Financial/AbsoluteReturnMeasures.htm#GainMean">GainMean</a></li>
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<li><a href="../MathNet.Numerics.Financial/AbsoluteReturnMeasures.htm#LossMean">LossMean</a></li>
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<h3 class="section">Public Static Functions</h3>
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<div id="CompoundReturn" class="method">
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<h4><span title="System.double">double</span> <strong>CompoundReturn</strong>(this <span title="System.Collections.Generic.IEnumerable<double>">IEnumerable<double></span> data)</h4>
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<div class="content">Compound Monthly Return or Geometric Return or Annualized Return
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</div>
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</div>
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<div id="GainMean" class="method">
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<h4><span title="System.double">double</span> <strong>GainMean</strong>(this <span title="System.Collections.Generic.IEnumerable<double>">IEnumerable<double></span> data)</h4>
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<div class="content">Average Gain or Gain Mean
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This is a simple average (arithmetic mean) of the periods with a gain. It is calculated by summing the returns for gain periods (return 0)
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and then dividing the total by the number of gain periods. <blockquote class="remarks">
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http://www.offshore-library.com/kb/statistics.php
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</blockquote>
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</div>
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</div>
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<div id="LossMean" class="method">
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<h4><span title="System.double">double</span> <strong>LossMean</strong>(this <span title="System.Collections.Generic.IEnumerable<double>">IEnumerable<double></span> data)</h4>
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<div class="content">Average Loss or LossMean
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This is a simple average (arithmetic mean) of the periods with a loss. It is calculated by summing the returns for loss periods (return < 0)
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and then dividing the total by the number of loss periods. <blockquote class="remarks">
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http://www.offshore-library.com/kb/statistics.php
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</blockquote>
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<p>Based on v5.0.0.0 of MathNet.Numerics (Math.NET Numerics)</p>
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