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Portfolio Analysis / Drawdowns

Ulcer Performance Index

Compute the Ulcer Performance Index of a portfolio.

References

post/portfolios/analysis/drawdowns/ulcer-performance-index

Request body

riskFreeReturnnumber

The constant risk-free arithmetic return over the considered time period, in percentage; exclusive with benchmarkReturns

benchmarkReturnsnumber[]

benchmarkReturns[t] is the arithmetic return of the benchmark at the time t; the benchmarkReturns array must have the same length as all the portfolioReturns arrays or the same length minus 1 as all the portfolioValues arrays; exclusive with riskFreeReturn

Response

OK

Changes

No recorded changes to this endpoint across all 11 revisions of this API.