skfolio.measures.PerfMeasure#

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

Enumeration of performance measures.

Attributes:

MEANstr: Mean
ANNUALIZED_MEANstr: Annualized Mean

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.