Comparison 88

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.


Standard Deviation vs. Ulcer Index

Standard Deviation Ulcer Index
Description Measures the dispersion of returns from the mean Measures downside risk adjusted for duration
Interpretation Higher values indicate higher volatility Lower values indicate less drawdown risk
Risk Level High Medium