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# skfolio.measures.RiskMeasure

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

Enumeration of risk measures.

* **Attributes:**
  **VARIANCE** *str*
  : Variance.

  **ANNUALIZED_VARIANCE** *str*
  : Annualized Variance.

  **SEMI_VARIANCE** *str*
  : Semi-variance (Second Lower Partial Moment or Downside Variance).

  **ANNUALIZED_SEMI_VARIANCE** *str*
  : Annualized Semi-variance.

  **STANDARD_DEVIATION** *str*
  : Standard-deviation

  **ANNUALIZED_STANDARD_DEVIATION** *str*
  : Annualized Standard-deviation.

  **SEMI_DEVIATION** *str*
  : Semi-deviation.

  **ANNUALIZED_SEMI_DEVIATION** *str*
  : Annualized Semi-deviation.

  **MEAN_ABSOLUTE_DEVIATION** *str*
  : Mean Absolute Deviation.

  **CVAR** *str*
  : Conditional Value at Risk or Expected Shortfall.

  **EVAR** *str*
  : Entropic Value at Risk.

  **WORST_REALIZATION** *str*
  : Worst Realization (Worst Return).

  **CDAR** *str*
  : Conditional Drawdown at Risk.

  **MAX_DRAWDOWN** *str*
  : Maximum Drawdown.

  **AVERAGE_DRAWDOWN** *str*
  : Average Drawdown.

  **EDAR** *str*
  : Entropic Drawdown at Risk.

  **FIRST_LOWER_PARTIAL_MOMENT** *str*
  : First Lower Partial Moment.

  **ULCER_INDEX** *str*
  : Ulcer Index.

  **GINI_MEAN_DIFFERENCE** *str*
  : Gini Mean Difference.

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#### *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.