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.


Ulcer Index vs. Maximum Drawdown

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