Calmar ratio (or Drawdown ratio) is a performance measurement used to evaluate Commodity Trading Advisors and hedge funds. It was created by Terry W....
2 KB (296 words) - 16:01, 29 July 2024
annualized Sharpe ratios below 1, which suggests that a Sharpe ratio consistently above 2.0 or 3.0 is unrealistic. Bias ratio Calmar ratio Capital asset pricing...
17 KB (2,377 words) - 20:46, 20 August 2024
same as the so-called MER ratio, and shares some similarities with the Calmar ratio, the Sterling ratio and the Burke ratio. However, the RRR can arguably...
2 KB (425 words) - 06:41, 2 October 2023
United States, a town in Winneshiek County, Iowa Calmar, Alberta, Canada Calmar ratio, a calculation of investment performance Calamar (disambiguation) Kalmar...
350 bytes (65 words) - 21:51, 18 July 2023
Information Ratio[citation needed]. Calmar ratio Coefficient of variation Information coefficient Jensen's alpha Modern portfolio theory Omega ratio Outperformance...
6 KB (861 words) - 18:51, 21 August 2024
measures: the Calmar ratio, the Sterling ratio and the Burke ratio. These measures can be considered as a modification of the Sharpe ratio in the sense...
9 KB (1,275 words) - 22:30, 3 July 2024
potential ratio Maximum Downside Exposure Maximum drawdown Sterling ratio Sharpe ratio Treynor ratio Jensen's alpha Bias ratio V2 ratio Calmar ratio (hedge...
69 KB (5,698 words) - 08:33, 15 August 2024
Mid-range Interdecile range Interquartile range Calmar ratio Coefficient of variation Information ratio Jaws ratio Jensen's alpha Modigliani risk-adjusted performance...
2 KB (137 words) - 13:14, 30 May 2023
(SW) is a rural public school district headquartered in Calmar, Iowa. With campuses in Calmar and Ossian, it serves grades Pre-K through 12th. The district...
6 KB (404 words) - 17:43, 7 July 2024
Les baleines du désert The Desert Whales Yes 10 1969/1970 La nuit des calmars The Night of the Squid Yes 11 1969/1970 La retour des Éléphants de mer...
59 KB (4,970 words) - 05:42, 23 August 2024