# skfolio.measures.drawdown_at_risk ### skfolio.measures.drawdown_at_risk(drawdowns, beta=0.95) Compute the Drawdown at risk. The Drawdown at risk (DaR) is the smallest drawdown exceeded with probability at most $1 - \beta$. It is the value at risk of the drawdowns, see [`value_at_risk`](https://skfolio.org/generated/skfolio.measures.value_at_risk.html.md#skfolio.measures.value_at_risk). * **Parameters:** **drawdowns** *ndarray of shape (n_observations,) or (n_observations, n_assets)* : Vector of drawdowns. **beta** *float, default = 0.95* : The DaR confidence level. * **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,).