Flirting with Models

Research Library of Newfound Research

Tag: Ulcer index

Measuring the Benefit of Diversification

A systematic approach for evaluating diversification leads to actionable, unbiased results based on a portfolio's objectives.

Are markets getting faster?

Looking into the Ulcer Index

Unlike volatility and max drawdown, the Ulcer index combines both the length and severity of drawdowns into one convenient metric.
You are about to leave thinknewfound.com and are being redirected to the website for Newfound Research Funds.