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 |