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The Calmar ratio uses a slightly modified Sterling ratio – average annual rate of return for the last 36 months divided by the maximum drawdown for the last 36 months – and calculates it on a monthly basis, instead of the Sterling ratio's yearly basis. [1] Young believed the Calmar ratio was superior because
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.
The information ratio is often annualized. While it is then common for the numerator to be calculated as the arithmetic difference between the annualized portfolio return and the annualized benchmark return, this is an approximation because the annualization of an arithmetic difference between terms is not the arithmetic difference of the annualized terms. [6]
How to calculate the current ratio. You can calculate the current ratio by dividing a company’s total current assets by its total current liabilities. Again, current assets are resources that ...
Your current ratio tells you how prepared you are to manage your debts during a financial emergency. You can calculate your current ratio by following these steps: Add up your current assets ...
Calmar ratio; Coefficient of variation; Information ratio; Jaws ratio; Jensen's alpha; Modigliani risk-adjusted performance; Roy's safety-first criterion; Sharpe ratio; Sortino ratio; Sterling ratio; Treynor ratio; Upside potential ratio; V2 ratio
Your debt-to-income ratio (DTI) is your total monthly debt payments divided by your total gross monthly income. It helps lenders determine your approval odds and the likelihood of you being able ...
Calmar can refer to: Calmar (planthopper), a genus of planthoppers; Calmar, Iowa, United States, a town in Winneshiek County, Iowa; Calmar, Alberta, Canada; Calmar ratio, a calculation of investment performance