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Module down_capture_ratio
nautilus_
analysis
0.63.0
Module down_
capture_
ratio
Module Items
Structs
In nautilus_
analysis::
statistics
nautilus_analysis
::
statistics
Module
down_
capture_
ratio
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Down capture ratio statistic (benchmark-relative).
Structs
ยง
Down
Capture
Ratio
Calculates the down capture ratio of portfolio returns relative to a benchmark.