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- Understanding the Calmar Ratio: Risk-Adjusted Returns . . . - Investopedia
The Calmar ratio is a metric used to evaluate the performance of investment funds by comparing their average annual return to the maximum drawdown over a given period
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- Calmar ratio - Wikipedia
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 and first published in 1991 in the trade journal Futures
- What Is a Calmar Ratio? - The Motley Fool
Key Points The Calmar ratio measures a fund's return against its risk, calculated by dividing annual return by maximum drawdown
- Calmar Ratio: Definition, Formula and Calculator
The Calmar Ratio is a risk-adjusted performance metric that divides an investment strategy’s annualized rate of return by its maximum drawdown, focusing specifically on the strategy’s return per unit of downside risk
- Calmar Ratio | Definition, Components, Calculation, Application
The Calmar Ratio is a risk-adjusted performance measure that is commonly used in the finance industry to evaluate investment strategies It was developed by Terry W Young, who named it after the California Managed Accounts Reports (CALMAR) that were published in the 1990s
- Calmar Ratio Explained (2025): Learn How to Manage Risk - Tokenist
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 is somewhat unique in that it heavily emphasizes maximum drawdown
- Calmar Ratio: How to Compare the Return and Drawdown of Your Portfolio
The Calmar ratio is a performance measure that compares the annualized return of a portfolio with its maximum drawdown The higher the Calmar ratio, the better the portfolio's risk-adjusted performance
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