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The Maximum Drawdown, more commonly referred to as Max DD, is the worst (the maximum) peak to valley loss since the investment’s inception. [citation needed] In finance, the use of the maximum drawdown is an indicator of risk through the use of three performance measures: the Calmar ratio, the Sterling ratio and the Burke ratio.
Calmar ratio (or Drawdown ratio) is a performance measurement used to evaluate Commodity Trading Advisors and hedge funds. It was created by Terry W. Young and first published in 1991 in the trade journal Futures .
He invented the ratio in 1981 when t-bills were yielding 10%. Since bills did not experience drawdowns (and a ratio of 1.0 at that time), he felt that any investment with a ratio greater than 1.0 had a better risk/reward tradeoff. The average drawdown was always averaged and entered as a positive number and then 10% was added to that value.
The risk-return ratio is a measure of return in terms of risk for a specific time period. The percentage return (R) for the time period is measured in a ...
The purpose of profit-based sales target metrics is "to ensure that marketing and sales objectives mesh with profit targets." In target volume and target revenue calculations, managers go beyond break-even analysis (the point at which a company sells enough to cover its fixed costs) to "determine the level of unit sales or revenues needed not only to cover a firm’s costs but also to attain ...
Finnish telecom equipment maker Nokia said on Tuesday it had revised down its comparable operating margin target to at least 13% by 2026 from at least 14% previously, after losing a deal with a U ...
Then, shares went in a sharp drawdown that approached 90% when the pandemic e-commerce boom ended. Today, the stock is up 55% in the last 12 months but still off significantly from highs set in ...
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