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RiskSummary

Struct RiskSummary

pub struct RiskSummary {
    pub mean_return: f64,
    pub std_dev: f64,
    pub annualized_return: f64,
    pub annualized_volatility: f64,
    pub sharpe_ratio: Option<f64>,
    pub sortino_ratio: Option<f64>,
    pub value_at_risk: f64,
    pub conditional_value_at_risk: f64,
    pub max_drawdown: DrawdownSummary,
}

Fields§

§mean_return: f64§std_dev: f64§annualized_return: f64§annualized_volatility: f64§sharpe_ratio: Option<f64>§sortino_ratio: Option<f64>§value_at_risk: f64§conditional_value_at_risk: f64§max_drawdown: DrawdownSummary

Trait Implementations§

impl Clone for RiskSummary

fn clone(&self) -> RiskSummary

Returns a duplicate of the value. Read more

1.0.0 (const: unstable) · Source§

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more

impl Debug for RiskSummary

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more

impl<'de> Deserialize<'de> for RiskSummary

fn deserialize<D>(deserializer: D) -> Result<Self, D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more

impl PartialEq for RiskSummary

fn eq(&self, other: &RiskSummary) -> bool

Tests for self and other values to be equal, and is used by ==.

1.0.0 (const: unstable) · Source§

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl Serialize for RiskSummary

fn serialize<S>(&self, serializer: S) -> Result<S::Ok, S::Error>
where S: Serializer,

Serialize this value into the given Serde serializer. Read more

impl Copy for RiskSummary

impl StructuralPartialEq for RiskSummary

Auto Trait Implementations§

impl Freeze for RiskSummary

impl RefUnwindSafe for RiskSummary

impl Send for RiskSummary

impl Sync for RiskSummary

impl Unpin for RiskSummary

impl UnsafeUnpin for RiskSummary

impl UnwindSafe for RiskSummary

Blanket Implementations§

impl<T> Any for T
where T: 'static + ?Sized,

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

impl<T> Borrow<T> for T
where T: ?Sized,

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

impl<T> BorrowMut<T> for T
where T: ?Sized,

fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

impl<T> CloneToUninit for T
where T: Clone,

unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)

Performs copy-assignment from self to dest. Read more

impl<T> From<T> for T

fn from(t: T) -> T

Returns the argument unchanged.

impl<T, U> Into<U> for T
where U: From<T>,

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

impl<T> ToOwned for T
where T: Clone,

type Owned = T

The resulting type after obtaining ownership.

fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more

fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more

impl<T, U> TryFrom<U> for T
where U: Into<T>,

type Error = Infallible

The type returned in the event of a conversion error.

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.

impl<T> DeserializeOwned for T
where T: for<'de> Deserialize<'de>,