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 |