calmar比率(calmar ratio)描述的是收益和最2113大回撤5261之间的关系。计4102算方式为年化收1653益率与历史最大回撤之间的比率。calmar比率数值越大,基金的业绩表现越好。反之,基金的业绩表现越差。商务英语中基金/对冲基金投资词汇 definition of 'calmar ratio' a ratio used to ...
商务英语中基金/对冲基金投资词汇definition of 'calmar ratio' a ratio used to determine return relative to drawdown (downside) r**k in a hedge fund. calculated as:compounded annual return/maximum drawdown(abso...