Calmar比率

公式或方程式(Formula or Equation)

Calmar Ratio,CR,Terry W. Young ratio,CALifornia Managed Accounts Reports ratio	Calmar比率
compound annual rate of return,CARR,CAROR,compound annualized rate of return,compound ROR,CROR,ROR	复合年均回报率,复合平均每年回报率
largest drawdown,LD,maximum drawdown,MD	最大亏损,最大衰落幅度

计算器(Calculator)(how to use calculator?)

复合年均回报率 (CARR)

percent,%, parts per hundreddecimalper mil,‰,parts per thousand,per mille,permil,permille,per mill,promillepermyriad,basis point,bp,percentage in point,pip,parts per ten thousand,one-hundredth percentparts per million,ppmparts per billion,ppbparts per trillion,pptparts per quadrillion,ppq

最大亏损 (LD)

percent,%, parts per hundreddecimalper mil,‰,parts per thousand,per mille,permil,permille,per mill,promillepermyriad,basis point,bp,percentage in point,pip,parts per ten thousand,one-hundredth percentparts per million,ppmparts per billion,ppbparts per trillion,pptparts per quadrillion,ppq

Calmar比率 (CR)

percent,%, parts per hundreddecimalper mil,‰,parts per thousand,per mille,permil,permille,per mill,promillepermyriad,basis point,bp,percentage in point,pip,parts per ten thousand,one-hundredth percentparts per million,ppmparts per billion,ppbparts per trillion,pptparts per quadrillion,ppq

Precision

0 1 2 3 4 5 6 7 8 9

参考文献(References)

1. Wikipedia article: Calmar ratio.
2. Calmar Ratio.