/// <summary>
/// Calculate
/// </summary>
/// <param name="option"></param>
/// <returns></returns>
public virtual double CalculateCompoundRatio(int?option = 0)
{
var input = Values.FirstOrDefault();
var output = Values.LastOrDefault();
if (input == null || output == null)
{
return(0.0);
}
var score = new CAGR
{
Values = Values
};
var excessGain = score.Calculate() - InterestRate;
var days = output.Time.Subtract(input.Time).Duration().Days + 1;
var deviation = Values.Select(o => o.Value).StandardDeviation() * Math.Sqrt(days);
if (deviation == 0)
{
return(0.0);
}
return(excessGain / deviation);
}