skfolio.measures.PerfMeasure

class skfolio.measures.PerfMeasure(*values)

Enumeration of performance measures.

Attributes:

MEANstr

Mean

ANNUALIZED_MEANstr

Annualized Mean

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.

property is_perf

Whether the measure is a performance measure.

property is_ratio

Whether the measure is a ratio measure.

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.