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ulcer_index

Function ulcer_index 

Source
pub fn ulcer_index(prices: &[f64]) -> FinanceResult<f64>
Expand description

Ulcer index: sqrt(mean of squared percentage drawdowns) (Martin).

Uses drawdown_series fractions (≤ 0), converted to percent points before squaring. Higher Ulcer ⇒ more painful path; often paired with return for “Ulcer Performance”.