DownsideFrequency

Updated: 31-Mar-2016

Use the .NET function DownsideFrequency to calculate the downside frequency of asset returns. DownsideFrequency is calculated as the ratio of the number of rows where the asset return is less than the minimum acceptable return to the total observed asset returns.

View .Net DownsideFrequency function full documentation...

View .Net DownsideFrequency function full documentation...