<a id="skfolio-measures-ratiomeasure"></a>

# skfolio.measures.RatioMeasure

<a id="skfolio.measures.RatioMeasure"></a>

### *class* skfolio.measures.RatioMeasure(\*values)

Enumeration of ratio measures.

* **Attributes:**
  **SHARPE_RATIO** *str*
  : Ratio of the excess Mean divided by the Standard-deviation.

  **ANNUALIZED_SHARPE_RATIO** *str*
  : Annualized Sharpe ratio.

  **SORTINO_RATIO** *str*
  : Ratio of the excess Mean divided by the Semi standard-deviation.

  **ANNUALIZED_SORTINO_RATIO** *str*
  : Annualized Sortino ratio.

  **MEAN_ABSOLUTE_DEVIATION_RATIO** *str*
  : Ratio of the excess Mean divided by the Mean Absolute Deviation.

  **FIRST_LOWER_PARTIAL_MOMENT_RATIO** *str*
  : Ratio of the excess Mean divided by the First Lower Partial Moment.

  **VALUE_AT_RISK_RATIO** *str*
  : Ratio of the excess Mean divided by the Value at Risk.

  **CVAR_RATIO** *str*
  : Ratio of the excess Mean divided by the Conditional Value at Risk.

  **ENTROPIC_RISK_MEASURE_RATIO** *str*
  : Ratio of the excess Mean divided by the Entropic Risk Measure.

  **EVAR_RATIO** *str*
  : Ratio of the excess Mean divided by the Entropic Value at Risk.

  **WORST_REALIZATION_RATIO** *str*
  : Ratio of the excess Mean divided by the Worst Realization.

  **DRAWDOWN_AT_RISK_RATIO** *str*
  : Ratio of the excess Mean divided by the Drawdown at Risk.

  **CDAR_RATIO** *str*
  : Ratio of the excess Mean divided by the Conditional Drawdown at Risk.

  **CALMAR_RATIO** *str*
  : Ratio of the excess Mean divided by the Maximum Drawdown.

  **AVERAGE_DRAWDOWN_RATIO** *str*
  : Ratio of the excess Mean divided by the Average Drawdown.

  **EDAR_RATIO** *str*
  : Ratio of the excess Mean divided by the Entropic Drawdown at Risk.

  **ULCER_INDEX_RATIO** *str*
  : Ratio of the excess Mean divided by the Ulcer Index.

  **GINI_MEAN_DIFFERENCE_RATIO** *str*
  : Ratio of the excess Mean divided by the Gini Mean Difference.

<a id="skfolio.measures.RatioMeasure.has"></a>

#### *classmethod* has(value)

Check if a value is in the Enum.

* **Parameters:**
  **value** *str*
  : Input value.
* **Returns:**
  **x** *bool*
  : True if the value is in the Enum, False otherwise.