Investors utility has been mathematically modeled at 1738 by Daniel Bernoulli as an attempt to capture investors preferences to lottery outcomes. Ever since the analysis of decision making under uncertainty has again become a major focus of interest. Kahneman and Tversky in 1979 suggested a more accurate description of preferences compared to expected utility theory stressing the asymmetric sensitivity between losses then gains. Consequently, downside risk measure such as VaR and CVaR were proposed as an indicator sensitive to the pertinent risk of financial investment. However this measures are indifferent to extrema events risk. Based on the newly proposed riskiness index by Aumann and Serrano (2008), we construct the PROFIT Index, a downside risk measure providing a "Pertinent Risk Of Financial Investment", sensitive to heavy tail risk that forms a complete order for all risk avers investors. We present a closed-form solution to the PROFIT Index, as a function of the return moments. The PROFIT Index is dynamically calibrated to the market, becoming a live indicator suitable for investors perception of risk.