Random forests are a popular method in many fields since they can be successfully applied to complex data, with a small sample size, complex interactions and correlations, mixed type predictors, etc. Furthermore, they provide variable importance measures that aid qualitative interpretation and also the selection of relevant predictors. However, most of these measures rely on the choice of a performance measure. But measures of prediction performance are not unique or there is not even a clear definition, as in the case of multivariate response random forests.