Portfolio Analysis / Drawdowns
Ulcer Index
Compute 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 body
Response
OK
Changes
No recorded changes to this endpoint across all 11 revisions of this API.