VIDEO: The Ulcer Performance Index Explained
The Sharpe Ratio is one of the most well known risk adjusted return metrics and it is quite good, but in my opinion the Ulcer Performance Index is even better because it only takes into account drawdowns and negative returns which of course are the ones we are concerned with the most.
This is part 2 of my Risk Adjusted Return series that will cover some of the more important ways of measuring investment results:
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