You are not tracking fpenney.
17-Aug-08
Ulcer Index
I use the Ulcer Index rather than Sharpe Ratio or Sortino Ratio as a means of measuring the risk associated with my models. Information on the Ulcer Index is available at Peter Martin's site. Mr. Martin is the creator of the Ulcer Index and on his site he briefly discusses what he considers to be shortcomings with other measures of investment risk.
Posted at 10:48 in External Blog | Permalink | Comments () | Top
Solar Play: Huge 3r...
How about WEMU? Solar energy play with massive 3rd Quarter r...
christian
Stocks Look to Rise
After dropping from the start thanks to another horrific job...
investorslive
More To Worry About
Home Equity Lines Being Drawn Down at Unprecedented Rate
...
pablo222
Trying Covestor
Just joined Covestor and am excited to learn about its featu...
ScottB
Categories
Holding Tags
Other Stock Tags
0 Comments on "Ulcer Index"
You must be logged in to post a comment.
Top