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Investment Performance
What is Max Drawdown & Calmar Ratio?
Max drawdown and the Calmar ratio help investors assess investment risk. They are calculated and interpreted by…
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Investment Performance
What is the Treynor Ratio?
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…
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Investment Performance
What is Up-Market & Down-Market Capture Ratio?
Up- and down-market capture ratios help investors assess how a strategy holds up during different market conditions. They demonstrate how…
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