Business, Legal & Accounting Glossary
An indicator of the riskiness of certain kinds of investments, such as securities, commodities, indexes or mutual funds. This is achieved by factoring in the depth and duration of draw downs from recent peaks. The larger the UI value, the riskier the investment, and the longer the investor must typically wait to make a good return.
An indicator developed by Peter G. Martin and Byron B. McCann that is used to measure the riskiness of investments such as securities, commodities, indexes or mutual funds. It is created by factoring in the depth and duration of drawdowns from recent peaks. A large UI value indicates that the security represents undue risk and an investor who holds it will likely need to wait longer for the investment’s price to climb back to its recent highs.
UI
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This glossary post was last updated: 19th November, 2021 | 0 Views.