Calmar ratio：What is the Calmar Ratio?
What is the Calmar Ratio?
Thisratioisagaugeoftheperformanceofyourstrategy.Itisafunctionofthefund'saveragecompoundedannualrateofreturnversusitsmaximumdrawdown.。其他文章還包含有：「WhatIstheCalmarRatio」、「卡瑪比率」、「CalmarRatio-Overview」、「Calmarratio」、「WhatIsaCalmarRatio?」、「CalmarRatio」、「CalmarRatio|Definition,Components」、「CalmarRatioExplained(2024)」
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What Is the Calmar Ratio
https://www.investopedia.com
The Calmar ratio compares the average annual compounded rate of return and the maximum drawdown risk of commodity trading advisors and hedge funds.
卡瑪比率
https://zh.wikipedia.org
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
https://corporatefinanceinstit
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
https://en.wikipedia.org
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?
https://www.fool.com
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
https://www.bajajfinserv.in
The Calmar ratio is a gauge of the performance of investment funds such as hedge funds and commodity trading advisors.
Calmar Ratio | Definition, Components
https://www.financestrategists
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)
https://tokenist.com
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 ...