# skfolio.measures.get_drawdowns ### skfolio.measures.get_drawdowns(returns, compounded=False) Compute the drawdowns’ series from the returns. * **Parameters:** **returns** *ndarray of shape (n_observations,) or (n_observations, n_assets)* : Array of return values. **compounded** *bool, default=False* : If this is set to True, the cumulative returns are compounded otherwise they are uncompounded. * **Returns:** values: ndarray of shape (n_observations,) or (n_observations, n_assets) : Drawdowns. ### Notes NaN handling: Missing values (NaNs) remain at their original locations in the output and are treated as neutral elements during accumulation, so they do not propagate to subsequent values.