What is ‘Ulcer Index – UI’
A technical indicator that measures downside risk, in terms of both depth and duration of price declines. The Ulcer Index (UI) increases in value as the price moves farther away from a recent high, and falls as the price rises to new highs. The indicator is usually calculated over 14 days, with the UI showing the percentage drawdown a trader can expect from the high over that period.
Explaining ‘Ulcer Index – UI’
Developed by Peter Marin and Byron McCann in 1987 for analyzing mutual funds, the indicator only looks at downside risk, not overall volatility like standard deviation.
Ulcer Index (ui) FAQ
How is Calmar ratio calculated?
What does a Sharpe ratio mean?
How do you use ulcer index?
What does the Sortino ratio mean?
What is a good Sharpe ratio?
What is a good Sortino ratio for a mutual fund?
- Antiulcer Activity of the Root Bark of – www.tandfonline.com [PDF]
- Nebivolol prevents indomethacin-induced gastric ulcer in rats – www.tandfonline.com [PDF]
- Effect of Leaves and Fruits of – www.tandfonline.com [PDF]
- Indomethacin-induced gastric ulceration in rats: Ameliorative roles of – www.tandfonline.com [PDF]
- Protective Effects of – www.tandfonline.com [PDF]
- Toll-like receptor 4 protects against stress-induced ulcers via regulation of glucocorticoid production in mice – www.tandfonline.com [PDF]
- Gastroprotective and Antiulcer Effects of – www.tandfonline.com [PDF]
- Antiulcer activity of Opuntia ficus indica (L.) Mill.(Cactaceae): ultrastructural study – www.sciencedirect.com [PDF]
- Synthesis, hydrolysis studies and phamacodynamic profiles of amide prodrugs of dexibuprofen with amino acids – www.tandfonline.com [PDF]
- Protective effects of total flavonoids from – www.tandfonline.com [PDF]