Max drawdown calculator
The deepest fall in your account.
Free risk tools
Calmar ratio calculator
How much yearly growth each point of the worst drawdown bought.
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The Calmar ratio
The Calmar ratio is 1.01. A good trade-off: a year's growth was larger than the deepest fall.
- The two halves
- Growth of +12.50% over 17 months (1.42 years) is +8.67% a year. The deepest drawdown was -8.55%.
- How it is read
- Above 1, a year of growth paid for the worst fall; above 3 is rare over long samples. Use it to compare two systems or two funds over the same stretch of time.
- Read it with care
- One deep drawdown sets the whole ratio, and a longer sample usually meets a deeper one, so short runs flatter.
Education only, not investment advice. The answer comes from the numbers you typed in, not from your account or the market. Simulated results are hypothetical and have limits: real trading has slippage, gaps, changing results and emotions. Trading leveraged products can lose money quickly, including all of it. Risk warning
Educational only, not financial advice; trading involves risk.
Growth against the worst fall
Terry Young named the Calmar ratio in 1991 after his newsletter, the California Managed Accounts Reports. It divides the yearly growth rate by the deepest drawdown. The MAR ratio is the same sum over the whole history instead of the last 3 years; this page uses whatever stretch you type.
See the drawdown itself with the max drawdown calculator, how long the drops lasted with the ulcer index calculator, and return against swings with the Sharpe ratio calculator.
Not advice. Arithmetic on the values you type; a past ratio is not a promise about the next year.
Next tools
Ulcer index calculator
How painful the drops were.
CAGR calculator
The yearly growth rate from start to end, and time to double.
Pricing
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Baroq never holds your money and never trades for you. Educational only, not financial advice; trading involves risk.