Calmar Ratio in Common Probability Distribution Formulas

Calmar Ratio is is a measure of risk-adjusted returns for investment funds which uses a fund’s maximum drawdown as its sole measure of risk. And is denoted by CR.

Formulas to find Calmar Ratio in Common Probability Distribution

fxCalmar RatioGo

List of variables in Common Probability Distribution formulas

fx Average Rate of Return Go

fx Maximum Drawdown Go

FAQ

What is the Calmar Ratio?

Calmar Ratio is is a measure of risk-adjusted returns for investment funds which uses a fund’s maximum drawdown as its sole measure of risk.

Can the Calmar Ratio be negative?

{YesorNo}, the Calmar Ratio, measured in {OutputVariableMeasurementName} {CanorCannot} be negative.

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