Pain Index

There are two ways of describing the definition of the pain index:



  • Numerically, the pain index is the mean value of the drawdowns over the entire analysis period. (See also the definition of the Drawdown statistic.)
  • Visually, the pain index is the red area of the region that is enclosed by the horizontal line at zero percent and the drawdown line in the Drawdown chart:


To view our quick tip video on Pain Index, click the following link:  http://www.styleadvisor.com/sites/default/files/quick_tip_video/pain_ind....

For additional detail, please see our white paper regarding Pain Index and Pain Ratio.

 
 

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