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S&P 500
5,099.96
(
1.02%
)
US TECH 100
17,239.60
(
1.54%
)
Dow Jones
38,239.66
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0.40%
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Brent Oil
88.17
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0.02%
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(
-0.82%
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Tellin_Fibs

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Tellin_Fibs

Re: None

Thursday, 11/27/2014 4:15:48 AM

Thursday, November 27, 2014 4:15:48 AM

Post# of 2804248
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Ulcer Index measures the depth and duration of percentage drawdowns in price from earlier highs. The greater a drawdown in value, and the longer it takes to recover to earlier highs, the higher the UI. Technically, it is the square root of the mean of the squared percentage drawdowns in value. The squaring effect penalizes large drawdowns proportionately more than small drawdowns.
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