RealTest User Guide
RealTest User Guide

 

 

Navigation: RealTest Script Language > Syntax Element Details >

S.RiskFreeRate

 

 

 

 

Category

Test Statistics Arrays

Description

The daily closing value of the data series specified by the RiskFreeRateSym symbol, divided by 100 so that it is a decimal fraction rather than a raw percentage (for example, a close of 5, meaning 5%, gives 0.05)

Notes

This is mainly useful when calculating the Sharpe Ratio, as in the default formula from Results.rts:

If RiskFreeRateSym is not specified or if it refers to a symbol that is not available in the current data file, S.RiskFreeRate will be a series of zeros.

 

 

 

 

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