Calmar Ratio

Business, Legal & Accounting Glossary

Definition: 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.



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Calmar Ratio. PayrollHeaven.com. Retrieved November 27, 2020, from PayrollHeaven.com website: https://payrollheaven.com/define/calmar-ratio/

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 | 1 Views.