| Calmar Ratio | |
 A ratio used to determine return relative to drawdown (downside) risk in a hedge fund. Calculated as:  |
|
 Generally speaking, the higher the Calmar ratio, the better. Some funds have high annual returns, but they also have extremely high drawdown risk. This ratio helps determine return on a downside risk adjusted basis. Most people use data from the past 3 years. |
|
 Sorry, there are no related links right now. |
|
Related Terms
 |