> For the complete documentation index, see [llms.txt](https://excelhelp.windhamlabs.com/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://excelhelp.windhamlabs.com/functions/exposure-to-loss.md).

# Exposure to Loss

- [LOSSPR](https://excelhelp.windhamlabs.com/functions/exposure-to-loss/losspr.md): Measure the probability of loss at throughout an investment horizon (first-passage time) or at the end of horizon.
- [OMEGARATIO](https://excelhelp.windhamlabs.com/functions/exposure-to-loss/omegaratio.md): Measure the probability weighted ratio of gains to losses for a given target return.
- [SORTINORATIO](https://excelhelp.windhamlabs.com/functions/exposure-to-loss/sortinoratio.md): Measure risk-adjusted returns relative to downside deviations.
- [TAILRATIO](https://excelhelp.windhamlabs.com/functions/exposure-to-loss/tailratio.md): Determine the relative magnitude of losses to gains within an empirical distribution.
- [VALUEATRISK](https://excelhelp.windhamlabs.com/functions/exposure-to-loss/valueatrisk.md): Estimate exposure to loss of your portfolio with the Value at Risk framework.
- [MAXDD](https://excelhelp.windhamlabs.com/functions/exposure-to-loss/maxdd.md): Calculate the maximum drawdown for time series returns.