The ratio used to calculate return that is relative to the downside risks involved with a hedge fund. Typically, the higher the ratio is the better the situation. Most investors will use the last three years as data for their research.
Related information about calmar ratio:
- Calmar Ratio Definition | Investopedia
A comparison of the average annual compounded rate of return and the maximum drawdown risk of commodity trading advisors and hedge funds. The lower the ...
- Calmar ratio - Wikipedia, the free encyclopedia
Calmar ratio is a performance measurement used to evaluate Commodity Trading Advisors and hedge funds. It was created by Terry W. Young and first ...
- Calmar Ratio Tutorial and Excel spreadsheet.
Calmar Ratio ‐ Learn about this risk adjusted performance benchmark, download an Excel spreadsheet and discover how to calculate it.
- What is the Calmar Ratio?
The Calmar Ratio is an important statistic used to measure return vs. drawdown risk and used frequently on fact sheets of hedge funds. It enables an investor to ...
- Calmar Ratio
Calmar Ratio. The Calmar Ratio is a ratio used to calculate the return of a hedge fund relative to the downside risk (drawdown). CR = CAR / MD where ...
- Calmar and Sterling Ratio | PerTrac > PerTrac
This section of Investment Statistics: A Reference Guide from PerTrac describes how the Calmar Ratio and Sterling Ratio are used.
- Calmar Ratio Definition | PerTrac > PerTrac
The definition and formula for calculating the Calmar Ratio are provided in this section of Investment Statistics: A Reference Guide from PerTrac.
- What is calmar ratio? definition and meaning
Definition of calmar ratio: The ratio used to calculate return that is relative to the downside risks involved with a hedge fund. Typically, the higher the ratio is the ...