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.

Ulcer Index vs. Downside Deviation

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