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<a href="../MathNet.Numerics.Financial/AbsoluteReturnMeasures.htm">AbsoluteReturnMeasures</a>
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<p class="class"><strong>Type</strong> AbsoluteRiskMeasures</p>
<p><strong>Namespace</strong> MathNet.Numerics.Financial</p>
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<h3 class="section">Static Functions</h3>
<ul>
<li><a href="../MathNet.Numerics.Financial/AbsoluteRiskMeasures.htm#DownsideDeviation">DownsideDeviation</a></li>
<li><a href="../MathNet.Numerics.Financial/AbsoluteRiskMeasures.htm#GainLossRatio">GainLossRatio</a></li>
<li><a href="../MathNet.Numerics.Financial/AbsoluteRiskMeasures.htm#GainStandardDeviation">GainStandardDeviation</a></li>
<li><a href="../MathNet.Numerics.Financial/AbsoluteRiskMeasures.htm#LossStandardDeviation">LossStandardDeviation</a></li>
<li><a href="../MathNet.Numerics.Financial/AbsoluteRiskMeasures.htm#SemiDeviation">SemiDeviation</a></li>
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<h3 class="section">Public Static Functions</h3>
<div id="DownsideDeviation" class="method">
<h4><span title="System.double">double</span> <strong>DownsideDeviation</strong>(this <span title="System.Collections.Generic.IEnumerable<double>">IEnumerable&lt;double&gt;</span> data, <span title="System.double">double</span> minimalAcceptableReturn)</h4>
<div class="content">This measure is similar to the loss standard deviation except the downside deviation
considers only returns that fall below a defined minimum acceptable return (MAR) rather than the arithmetic mean.
For example, if the MAR is 7%, the downside deviation would measure the variation of each period that falls below
7%. (The loss standard deviation, on the other hand, would take only losing periods, calculate an average return for
the losing periods, and then measure the variation between each losing return and the losing return average).
</div>
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<div id="GainLossRatio" class="method">
<h4><span title="System.double">double</span> <strong>GainLossRatio</strong>(this <span title="System.Collections.Generic.IEnumerable<double>">IEnumerable&lt;double&gt;</span> data)</h4>
<div class="content">Measures a fund’s average gain in a gain period divided by the fund’s average loss in a losing
period. Periods can be monthly or quarterly depending on the data frequency.
</div>
</div>
<div id="GainStandardDeviation" class="method">
<h4><span title="System.double">double</span> <strong>GainStandardDeviation</strong>(this <span title="System.Collections.Generic.IEnumerable<double>">IEnumerable&lt;double&gt;</span> data)</h4>
<div class="content">Calculation is similar to Standard Deviation , except it calculates an average (mean) return only for periods with a gain
and measures the variation of only the gain periods around the gain mean. Measures the volatility of upside performance.
© Copyright 1996, 1999 Gary L.Gastineau. First Edition. © 1992 Swiss Bank Corporation.
</div>
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<div id="LossStandardDeviation" class="method">
<h4><span title="System.double">double</span> <strong>LossStandardDeviation</strong>(this <span title="System.Collections.Generic.IEnumerable<double>">IEnumerable&lt;double&gt;</span> data)</h4>
<div class="content">Similar to standard deviation, except this statistic calculates an average (mean) return for only the periods with a loss and then
measures the variation of only the losing periods around this loss mean. This statistic measures the volatility of downside performance. <blockquote class="remarks">
http://www.offshore-library.com/kb/statistics.php
</blockquote>
</div>
</div>
<div id="SemiDeviation" class="method">
<h4><span title="System.double">double</span> <strong>SemiDeviation</strong>(this <span title="System.Collections.Generic.IEnumerable<double>">IEnumerable&lt;double&gt;</span> data)</h4>
<div class="content">A measure of volatility in returns below the mean. It's similar to standard deviation, but it only
looks at periods where the investment return was less than average return.
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