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Introducing the New Martin Ratio Indicator

DS
Dmitry ShevchenkoMarch 23, 24 | Posted in announcements

We're thrilled to introduce our new Martin Ratio Calculator, a tool crafted to offer a comprehensive analysis of your investment portfolio's risk-adjusted performance. Unlike the well-known Sharpe Ratio, which uses volatility as a risk measure, the Martin Ratio (also known as the Ulcer Performance Index) evaluates risk based on the length and severity of investment drawdowns. This approach makes the Martin Ratio a more accurate measure of risk-adjusted performance, as it focuses solely on losses without penalizing gains, as volatility does. This feature is particularly beneficial for assessing safe withdrawal rates in retirement planning.

Give our new tool a try – we hope it enhances your investment experience!

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SA
Scott AllenApril 08, 24
Great to see this - I've just started looking for a screener with this metric. Are you able to configure the timeframe and # of periods?
DS
Dmitry ShevchenkoApril 09, 24
You can only configure Martin Ratio parameters on the tool calculation page at the moment. In screeners, each symbol on the platform has just one precalculated value, currently using a 12-month lookback as the standard. However, we might introduce values calculated over different periods to our screeners in the future.

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Announcements

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new features
martin ratio
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