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Module treynor_ratio
nautilus_
analysis
0.60.0
Module treynor_
ratio
Module Items
Structs
In nautilus_
analysis::
statistics
nautilus_analysis
::
statistics
Module
treynor_
ratio
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Treynor ratio statistic (benchmark-relative).
Structs
ยง
Treynor
Ratio
Calculates the Treynor ratio of portfolio returns relative to a benchmark.