tech.nmfin.algoquant.web

Class PerformanceStatistics.Values

java.lang.Object

tech.nmfin.algoquant.web.PerformanceStatistics.Values

Direct Known Subclasses:

BuyAndHoldBenchmark.Statistics, SMA2App.StrategyStatistics

Enclosing class:

PerformanceStatistics

public static class PerformanceStatistics.Values
extends Object

Field Summary

Fields

Modifier and Type	Field and Description
Double	annualizedVolatility
Double	cagr
double	finalNav
double	maxDrawdown
double	pnl
Double	sharpe
Double	totalReturn

Constructor Summary

Constructors

Constructor and Description
Values()

Method Summary

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

finalNav

public double finalNav

pnl

public double pnl

maxDrawdown

public double maxDrawdown

totalReturn

public Double totalReturn

annualizedVolatility

public Double annualizedVolatility

sharpe

public Double sharpe

cagr

public Double cagr

Constructor Detail

Values

public Values()