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.

Maximum Drawdown vs. Ulcer Index

	Maximum Drawdown	Ulcer Index
Description	Measures the largest peak-to-trough decline	Measures downside risk adjusted for duration
Interpretation	Indicates potential loss in a downturn	Lower values indicate less drawdown risk
Risk Level	High	Medium