H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 25
28.19%
13.93%
-GlobalMonthLast 10
-19.96%
0.41%
5
+GlobalYearTop 25
22.22%
13.31%
-GlobalMonthLast 5
-17.16%
0.78%
A
+GlobalYearTop 10
49.96%
15.14%
-GlobalWeekLast 5
-0.98%
0.23%

Calmar Ratio

Represents a comparison of the average annual compounded rate of return and the maximum drawdown risk of the security. The lower the Calmar Ratio, the worse the security performed on a risk-adjusted basis over the specified time period. We are using 3-years of returns, monthly samples and the SPY index as a benchmark.



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