Evaluating mutual fund downside risk with the Ulcer Index

The Ulcer Index is a measure of downside risk in actively managed mutual funds. It is a simple way to find out how stressful it is to hold a fund compared to a benchmark.  Investors can make the analysis shown using the tools in the freefincal investor circle (details below). Context: The standard deviation (volatility)...

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Published on September 30, 2025 17:30
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