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# skfolio.measures.drawdown_at_risk

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### skfolio.measures.drawdown_at_risk(drawdowns, beta=0.95)

Compute the Drawdown at risk.

The Drawdown at risk is the maximum drawdown at a given confidence level (beta).

* **Parameters:**
  **drawdowns** *ndarray of shape (n_observations,) or (n_observations, n_assets)*
  : Vector of drawdowns.

  **beta** *float, default = 0.95*
  : The DaR confidence level (drawdown on the worst (1-beta)% observations).
* **Returns:**
  **value** *float or ndarray of shape (n_assets,)*
  : Drawdown at risk.
    If `returns` is a 1D-array, the result is a float.
    If `returns` is a 2D-array, the result is a ndarray of shape (n_assets,).

