Comparison of Investment Risk Metrics

What are Investment Risk Metrics?

Investment Risk Metrics are quantitative measures used by investors and financial professionals to assess the level of risk associated with an investment or portfolio.

Downside Deviation vs. Ulcer Index

	Downside Deviation	Ulcer Index
Description	Measures the volatility of negative returns	Measures downside risk adjusted for duration
Interpretation	Focuses on downside risk	Lower values indicate less drawdown risk
Risk Level	Medium	Medium