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Ulcer Performance Index

TAA Investing

An alternative way to look at risk in TAA strategies

In today’s post I want to take a look at an alternative measure of risk in portfolios, the Ulcer Performance Index, and use it to rank the various TAA and buy and hold strategies. First, let’s talk about the Ulcer Performance Index (UPI). The Ulcer Performance Index (UPI) is similar Read more…

By Paul, 5 years ago
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