The Calmar Ratio - Profitability and Risk Indicator
Establishing the risk denominator in a Sharpe ratio framework for share selection from a momentum investment strategy approach
What is a calmar ratio, and how is it calculated? - Quora
Establishing the risk denominator in a Sharpe ratio framework for share selection from a momentum investment strategy approach
A Case for Tail-Risk-Based Sharpe Ratios | The Journal of Portfolio Management
On the Consistency of Performance Measures for Hedge Funds
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Econometric Modeling to Measure the Efficiency of Sharpe's Ratio with Strong Autocorrelation Portfolios
All That Glitters Is Not Gold: Comparing Backtest and Out-of-Sample Performance on a Large Cohort of Trading Algorithms | The Journal of Investing
PDF) The stability and downside risks to contrarian profits EK adjustments-Revision December 2020
Sparse minimax portfolio and Sharpe ratio models
Portfolio - Investment Standards
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Calmar Ratio of Fund | PDF | Financial Economics | Investing
PDF) Hedge Fund Performance Evaluation Using The Sharpe And Omega Ratios
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Establishing the risk denominator in a Sharpe ratio framework for share selection from a momentum investment strategy approach
Calmar Ratio (Definition, Formula) | Calculate Calmar Ratio in Excel
Yes, the choice of performance measure does matter for ranking of us mutual funds - Ornelas - 2012 - International Journal of Finance & Economics - Wiley Online Library
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the trend follower: Calmar ratio
Calmar Ratio | Example | Explanation with Excel Template
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