Distortion risk measure

Distortion risk measure is a type of measure that helps investors decide how much risk to take when investing. It looks at how much "distortion" or change there is in an investment's return. For example, if the return from an investment goes from 3% one year to 10% the next, that would be considered a large amount of distortion or change. This type of risk measure can help investors decide how much risk they can take on, or if they should back out of an investment option.