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XLeratorDLL/financial Documentation

.NET Omega Sharpe ratio of asset returns

Updated: 31-Mar-2016
Use the .NET function OmegaSharpeRatio to calculate the Omega-Sharpe ratio of asset returns. OmegaSharpeRatio is the ratio of the UpsideRisk and the DownsidePotential minus 1 .

View .Net OmegaSharpeRatio function full documentation...

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