Search results
Results from the WOW.Com Content Network
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 .
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.
The Sterling ratio (SR) is a measure of the risk-adjusted return of an investment portfolio.. While multiple definitions of the Sterling ratio exist, it measures return over average drawdown, versus the more commonly used max drawdown.
The S&P 500 (SNPINDEX: ^GSPC) posted an 83% cumulative return from 2017-2020, with one drawdown of around 15% in 2018 and a 35% drawdown in early 2020. Data like this shouldn't surprise readers ...
The S&P 500 had a forward price-to-earnings (PE) ratio of 22.2 as of Dec. 20, ... and investors with cash on hand can capitalize on the next drawdown whenever it arises.
CELH PE Ratio data by YCharts.. Why Celsius stock is a buy in October. After its big drawdown, Celsius' price-to-earnings ratio has fallen to 31.This is not a cheap multiple, but it can come down ...
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 straightforward way: The percentage return (R) for the time period is measured in a straightforward way:
The Loan life cover ratio (LLCR), similarly is the ratio of the net present value of the cash flow over the scheduled life of the loan to the outstanding debt balance in the period. Other ratios of this sort include: Cash flow available for debt service [clarification needed] Drawdown cover ratio; Historic debt service cover ratio