Calmar ratio：What Is the Calmar Ratio
What Is the Calmar Ratio
TheCalmarratiocomparestheaverageannualcompoundedrateofreturnandthemaximumdrawdownriskofcommoditytradingadvisorsandhedgefunds.。其他文章還包含有：「卡瑪比率」、「CalmarRatio-Overview」、「Calmarratio」、「WhatIsaCalmarRatio?」、「CalmarRatio」、「WhatistheCalmarRatio?」、「CalmarRatio|Definition,Components」、「CalmarRatioExplained(2024)」
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卡瑪比率
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Young, Terry W., Calmar Ratio: A Smoother Tool, Futures, 1 October 1991 · 弗蘭克·J.特拉弗斯（Frank J.Travers）著,對沖基金分析FOF基金投資盡職調查指引,上海財經大學 ...
Calmar Ratio - Overview
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The Calmar ratio is a useful tool for comparing the return of two separate funds. For example, assume that Fund A has a higher rate of return than Fund B.
Calmar ratio
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Calmar ratio (or Drawdown ratio) is a performance measurement used to evaluate Commodity Trading Advisors and hedge funds. It was created by Terry W. Young ...
What Is a Calmar Ratio?
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Calmar ratio = Rp/Maximum drawdown. Rp is the annual rate of return over the period. Maximum drawdown is measured from the fund's peak to ...
Calmar Ratio
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The Calmar ratio is a gauge of the performance of investment funds such as hedge funds and commodity trading advisors.
What is the Calmar Ratio?
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This ratio is a gauge of the performance of your strategy. It is a function of the fund's average compounded annual rate of return versus its maximum drawdown.
Calmar Ratio | Definition, Components
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The Calmar Ratio is calculated by dividing the annualized rate of return of an investment strategy by its maximum drawdown. The maximum drawdown ...
Calmar Ratio Explained (2024)
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The Calmar ratio is a metric for evaluating an investment's performance on a risk-adjusted basis developed by a California-based fund manager Terry A. Young. It ...