Business, Legal & Accounting Glossary
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.
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This glossary post was last updated: 26th April, 2020 | 1 Views.