POportfoliooptimizer
Portfolio Analysis / Drawdowns

Ulcer Performance Index

Changed on

Compute the Ulcer Performance Index of a portfolio.

References

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

Request

  • Base URL
    https://api.portfoliooptimizer.io/v1
  • URL
    https://api.portfoliooptimizer.io/v1/portfolios/analysis/drawdowns/ulcer-performance-index
  • Auth
    API key in header X-API-Key

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