Around the Peak.

Max drawdown and the Calmar ratio help investors assess investment risk. They are calculated and interpreted by…

The Treynor Ratio measures the excess return for taking on additional risk. It is calculated as the strategy's mean return minus the mean risk-free rate divided by…

Up- and down-market capture ratios help investors assess how a strategy holds up during different market conditions. They demonstrate how…

The Information Ratio demonstrates a strategy's excess return, scaled by risk. Rather than using total risk or systematic risk, the Information Ratio uses…