# Exposure to Loss

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