skfolio.measures.ExtraRiskMeasure#

class skfolio.measures.ExtraRiskMeasure(*values)[source]#

Enumeration of other risk measures not used in convex optimization.

Attributes:

VALUE_AT_RISKstr: Value at Risk (VaR).
DRAWDOWN_AT_RISKstr: Drawdown at Risk.
ENTROPIC_RISK_MEASUREstr: Entropic Risk Measure.
FOURTH_CENTRAL_MOMENTstr: Fourth Central Moment.
FOURTH_LOWER_PARTIAL_MOMENTstr: Fourth Lower Central Moment.
SKEWstr: Skew.
KURTOSISstr: Kurtosis.

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.