InvestorsHub Logo
Followers 187
Posts 674725
Boards Moderated 0
Alias Born 10/14/2012

Re: None

Wednesday, 12/06/2017 10:34:42 PM

Wednesday, December 06, 2017 10:34:42 PM

Post# of 2804248
Compensated Awareness Post View Disclaimer
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.

Join the InvestorsHub Community

Register for free to join our community of investors and share your ideas. You will also get access to streaming quotes, interactive charts, trades, portfolio, live options flow and more tools.