skfolio.measures.worst_realization

skfolio.measures.worst_realization(returns)

Compute the worst realization (worst return).

Parameters:

returnsndarray of shape (n_observations,) or (n_observations, n_assets)

Array of return values.

Returns:

valuefloat or ndarray of shape (n_assets,)

Worst realization. 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,).