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. Standard Deviation

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