skfolio.measures.BaseMeasure#

class skfolio.measures.BaseMeasure(new_class_name, /, names, *, module=None, qualname=None, type=None, start=1, boundary=None)[source]#

Base Enum of measures.

property annualized_measure#

Annualized version of the measure.

Raises:

ValueError: If the measure is already annualized.
AttributeError: If the measure has no annualized version.

classmethod has(value)#

Check if a value is in the Enum.

Parameters:

valuestr: Input value.

Returns:

xbool: True if the value is in the Enum, False otherwise.

property is_annualized#: Whether the measure is annualized.

abstract property is_perf#: Whether the measure is a performance measure.

abstract property is_ratio#: Whether the measure is a ratio measure.

abstract property is_risk#: Whether the measure is a risk measure.

property non_annualized_measure#

Non-annualized version of the measure.

Raises:

ValueError: If the measure is not annualized.