# skfolio.measures.RatioMeasure ### *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. #### *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:** **value** *str* : Input value. * **Returns:** **x** *bool* : 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* linked_risk_measure Risk measure in the denominator of the ratio. #### *property* non_annualized_measure Non-annualized version of the measure. * **Raises:** ValueError : If the measure is not annualized.