org.drip.portfolioconstruction.objective

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethodsMissedClasses
Total2,183 of 2,1830%274 of 2740%2522524124121151154444
LongTiltTerm.new RdToR1() {...}1380%220%151526264411
ShortTiltTerm.new RdToR1() {...}1380%220%151526264411
NetTiltTerm.new RdToR1() {...}1370%220%151525254411
RobustErrorTerm1320%260%171721214411
StandardDeviationTerm.new RdToR1() {...}1020%140%101015153311
VarianceTerm.new RdToR1() {...}1010%140%101016163311
RiskTerm910%180%121216163311
LinearChargeSellTerm.new RdToR1() {...}770%100%8815153311
FixedChargeBuyTerm.new RdToR1() {...}770%100%8815153311
LinearChargeBuyTerm.new RdToR1() {...}770%100%8815153311
LinearChargeTerm.new RdToR1() {...}770%100%8815153311
FixedChargeSellTerm.new RdToR1() {...}770%100%8815153311
ShortSellChargeTerm.new RdToR1() {...}750%100%8815153311
ExpectedReturnsTerm.new RdToR1() {...}730%100%8813133311
FixedChargeTerm.new RdToR1() {...}690%80%7714143311
GoldmanSachsShortfallTerm.new RdToR1() {...}690%80%7715153311
MarketImpactChargeTerm.new RdToR1() {...}690%80%7714143311
TransactionChargeTerm.new RdToR1() {...}670%80%7712123311
TiltTerm630%120%9913133311
ReturnsTerm630%120%9912123311
TransactionChargeTerm570%80%7711113311
TaxTerm250%20%33662211
TaxLiabilityTerm.new RdToR1() {...}210%n/a33443311
NetTaxGainsTerm.new RdToR1() {...}210%n/a33443311
CustomNetTaxGainsTerm.new RdToR1() {...}210%n/a33443311
ShortTiltTerm150%n/a22332211
NetTiltTerm150%n/a22332211
VarianceTerm150%n/a22332211
LongTiltTerm150%n/a22332211
StandardDeviationTerm150%n/a22332211
ExpectedReturnsTerm150%n/a22332211
GoldmanSachsShortfallTerm140%n/a22332211
TaxLiabilityTerm140%n/a22332211
FixedChargeTerm140%n/a22332211
CustomNetTaxGainsTerm140%n/a22332211
FixedChargeBuyTerm140%n/a22332211
MarketImpactChargeTerm140%n/a22332211
ShortSellChargeTerm140%n/a22332211
LinearChargeSellTerm140%n/a22332211
NetTaxGainsTerm140%n/a22332211
FixedChargeSellTerm140%n/a22332211
LinearChargeBuyTerm140%n/a22332211
LinearChargeTerm140%n/a22332211
CustomTransactionChargeTerm80%n/a11221111