Risk
=======

Functions for computing risk metrics.

.. autosummary::
   :toctree: generated/
   :nosignatures:

   sigmaquant.performance.risk.drawdown
   sigmaquant.performance.risk.max_drawdown
   sigmaquant.performance.risk.annual_vola
   sigmaquant.performance.risk.downside_risk
   sigmaquant.performance.risk.upside_risk
   sigmaquant.performance.risk.time_underwater
   sigmaquant.performance.risk.drawdown_stats
   sigmaquant.performance.risk.tail_ratio