.. _metrics_ref:

Metrics
=======

Portfolio and asset performance/risk metric functions: return compounding and annualization,
higher-moment statistics, risk-adjusted performance (Sharpe ratio), drawdown analysis, and
Value-at-Risk / Conditional Value-at-Risk estimation.

.. automodule:: kaxanuk.attribution_analysis.modules.performance_functions
   :members:
   :undoc-members:
   :show-inheritance: