Calmar Ratio

Business, Legal & Accounting Glossary

Definition: Calmar Ratio

Calmar Ratio

Quick Summary of Calmar Ratio

A risk/return measurement that divides the average annual compounded rate of return by the maximum drawdown. It calculates the historical return for an investment made over a given period of time. Unless otherwise indicated the ratio is calculated using a 3-year time period. The higher the Calmar Ratio, the better the investment’s risk-adjusted performance over the time period indicated.

Cite Term

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Page URL
Modern Language Association (MLA):
Calmar Ratio. Payroll & Accounting Heaven Ltd.
August 17, 2022
Chicago Manual of Style (CMS):
Calmar Ratio. Payroll & Accounting Heaven Ltd. (accessed: August 17, 2022).
American Psychological Association (APA):
Calmar Ratio. Retrieved August 17, 2022
, from website:

Definition Sources

Definitions for Calmar Ratio are sourced/syndicated and enhanced from:

  • A Dictionary of Economics (Oxford Quick Reference)
  • Oxford Dictionary Of Accounting
  • Oxford Dictionary Of Business & Management

This glossary post was last updated: 26th April, 2020 | 0 Views.