Calmar ratio definition

It takes the average turnover over the last 36 months and divides it by the maximum decrease over the same period. Usually calculated monthly. A negative Calmar coefficient means that the system or trader has had negative results for the last three years.


Related words

Central Bank・ Conversion・ Cross Rates・ Cable・ Candlestick Chart・ Capital Markets・ Chartist・ Closed Position・ Consumer Sentiment Index・ Closed-end funds・ Call・ Call Option・ Calmar ratio・ Candlestick Charts・ Candle・ Capping・ Commission・ Commercial paper・ Closing range・ Chaos Theory・ Chaikin oscillator