Portfolio Analysis / Drawdowns
Ulcer Index
Changed onCompute the Ulcer Index of a portfolio.
References
- Carl R. Bacon, Practical Portfolio Performance Measurement and Attribution
- Peter G. Martin, Ulcer Index, An Alternative Approach to the Measurement of Investment Risk & Risk-Adjusted Performance
post/portfolios/analysis/drawdowns/ulcer-index
Request
- Base URLhttps://api.portfoliooptimizer.io/v1
- URLhttps://api.portfoliooptimizer.io/v1/portfolios/analysis/drawdowns/ulcer-index
- AuthAPI key in header X-API-Key
Request body
Response
OK
Changes
- info
endpoint added
- info