For the complete documentation index, see llms.txt. This page is also available as Markdown.
Overview
Calmar Ratio Quick Specs
The CandelaCharts – Calmar Ratio is a premium risk-adjusted performance metric that evaluates an asset's efficiency by comparing its Compound Annual Growth Rate (CAGR) to its Maximum Drawdown.
Unlike the Sharpe Ratio, which uses volatility as the risk measure, the Calmar Ratio focuses on the "pain" of drawdowns, making it a highly practical tool for long-term investors and capital preservation strategies.
