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Calmar Ratio

Page: 1 2 >
Jul 30, 2011 12:32 pm
#1
ironical User

Posts: 734
Member since: 22/04/2011

Can someone please explain this ratio? I have seen that some people have very very low ratio and others have very high. I read the explanation about it too but cannot fully understand how it works.

The good or ill of a man lies within his own will. – Epictetus

Jul 30, 2011 02:41 pm
#2
Bee User

Posts: 29
Member since: 09/05/2011

Calmar Ratio or MAR actually tells you the potential opportunity gain against opportunity loss. It is calculated by compunded annualized return divided by Maximum drawdown.For example annualized return is 20% and maximum drawdown is 5% then calmar ratio will be 4

Remeber that when you analyze someone's trading performance, you cannot judge it on the basis of Calmar ratio alone. You have to see other ratios too e.g. sharpe ratio and Sortino ratio etc.

Bee There is no term like "sufficient money". So aim for a satisfied life.

Jul 30, 2011 03:04 pm
#3
CheckDavid User

Posts: 124
Member since: 17/07/2011

ok, let's a play a game then

 

Go to this link: http://www.fxstat.com/performances/view/Novas_Account-5120

 

And now divide the Yearly Profit by the Max Drawdown. Get the number.

 

Now check the Calmar Ratio. It seems like magic doesn't it!?    [devil]

Check Me At CheckDavid.com

Jul 30, 2011 05:50 pm
#4
Bee User

Posts: 29
Member since: 09/05/2011

Originally posted by CheckDavid

ok, let's a play a game then

Go to this link: http://www.fxstat.com/performances/view/Novas_Account-5120

And now divide the Yearly Profit by the Max Drawdown. Get the number.

Now check the Calmar Ratio. It seems like magic doesn't it!?    <img alt=" />



[aww] Whats the magic in it?

Bee There is no term like "sufficient money". So aim for a satisfied life.

Jul 31, 2011 09:04 am
#5
ironical User

Posts: 734
Member since: 22/04/2011

Originally posted by Bee

 

Originally posted by CheckDavid

 

ok, let's a play a game then

Go to this link: http://www.fxstat.com/performances/view/Novas_Account-5120

And now divide the Yearly Profit by the Max Drawdown. Get the number.

Now check the Calmar Ratio. It seems like magic doesn't it!?    <img alt=" />



 

<img alt=" /> Whats the magic in it?

 



I think CheckDavid is saying that lets see if answer is correct or wrong

[grin]

[devil]

The good or ill of a man lies within his own will. – Epictetus

Jul 31, 2011 01:52 pm
#6
CheckDavid User

Posts: 124
Member since: 17/07/2011

Originally posted by Bee

 

Originally posted by CheckDavid

 

ok, let's a play a game then

Go to this link: http://www.fxstat.com/performances/view/Novas_Account-5120

And now divide the Yearly Profit by the Max Drawdown. Get the number.

Now check the Calmar Ratio. It seems like magic doesn't it!?    <img alt=" />



 

<img alt=" /> Whats the magic in it?

 



 

The magic is in mathematics, just do it yourself.

Check Me At CheckDavid.com

Jul 31, 2011 02:29 pm
#7
Jogi User

Posts: 685
Member since: 06/06/2011

Wow. Mathematics[angry][sick]............ Most of the people prefer anything else but mathematics. I will leave it to you (the mathematics part). Just share the "magic" with me.

http://www.fxstat.com/widget/link?t=wide&c=1&s=26883&o1=growth&o2=drawdown&o3=monthly&o4=equity

Jul 31, 2011 07:12 pm
#8
CheckDavid User

Posts: 124
Member since: 17/07/2011

Originally posted by Jogi

Wow. Mathematics<img alt=" /><img alt=" />............ Most of the people prefer anything else but mathematics. I will leave it to you (the mathematics part). Just share the "magic" with me.

 



 

The magic is in the Maths, without it you can only see darkness [devil]

Check Me At CheckDavid.com

Aug 03, 2011 04:30 pm
#9
Jogi User

Posts: 685
Member since: 06/06/2011

The magic is in the Maths, without it you can only see darkness <img alt=" />


hmhmmhmhmh. So to see the magic I have to hire a mathematician[cool]

[dead]

http://www.fxstat.com/widget/link?t=wide&c=1&s=26883&o1=growth&o2=drawdown&o3=monthly&o4=equity

Aug 03, 2011 07:53 pm
#10
CheckDavid User

Posts: 124
Member since: 17/07/2011

Originally posted by Jogi

 

The magic is in the Maths, without it you can only see darkness <img alt=" />



 

hmhmmhmhmh. So to see the magic I have to hire a mathematician<img alt=" />

<img alt=" />

 



 

Nah man, you can just use a calculator.

 

Just click here http://www.calculator.com/pantaserv/makecalc?

Check Me At CheckDavid.com

Sep 01, 2011 10:09 am
#11
megrawab Hostedslavebeta

Posts: 332
Member since: 16/08/2011

I think he sees it as unbelievable.

 

Bee, on your calculation, 20/5 is 4, how can you conclude the potential opportunity to gain or lose?

I am a hosted slave beta.

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