/Calmar Ratio

Search Knowledge Base by Keyword

Calmar Ratio

Created OnFebruary 18, 2021
Last Updated OnFebruary 18, 2021
bymartin
<< Back to Help Homepage

Return/risk ratio. Return is defined as the compound annualized rate of return over the last 3 years, risk as the maximum drawdown over the last 3 years. If the performance history is shorter than 3 years, the available data is used.

Calmar Ratio Formula

Annualized (Rp) – Annualized portfolio return
MaxDDp – Portfolio maximu drawdown

The Calmar Ratio can be calculated on a daily, monthly, or quarterly basis.

Need help? Feel Free to Ask

Products

Contact information

E-mail
support@fundpeak.com

Phone
+1 312 544 0432

Factsheet production features

To make this site work properly, we sometimes place small data files called cookies on your device. Most big websites do this too. Show details Ok

About cookies

What are cookies?
Cookies are small text files that are placed on your computer by websites that you visit. Websites use cookies to help users navigate efficiently and perform certain functions. Cookies that are required for the website to operate properly are allowed to be set without your permission. All other cookies need to be approved before they can be set in the browser.

How to control cookies?
You can control and delete the cookies that are stored on your computer. Please see aboutcookies.org for more information.

Marketing/Tracking

_gat_gtag_UA_*_1 This cookie is used by Google Analytics to store and track conversions.
Retention period: 1 hour.
Domain: www.fundpeak.com

Statistics (anonymous)

_ga This cookie is used by Google Analytics to count and track pageviews.
Retention period: 2 years.
Domain: www.fundpeak.com

_gid This cookie is used by Google Analytics to count and track pageviews.
Retention period: 1 day.
Domain: www.fundpeak.com

Functional

privacy_embeds This cookie is used by Fundpeak to store user privacy preferences.
Retention period: at least one session.
Domain: www.fundpeak.com

Third party

_GRECAPTCHA This cookie is used by Google. reCAPTCHA sets a necessary cookie when executed for the purpose of providing its risk analysis.
Retention period: 6 months.
Domain: www.google.com