Calmar Ratio Calculator
Annualized return over maximum drawdown — the pain-adjusted performance metric trend followers live by.
Formula
Calmar speaks the investor's true language — 'how much did I make per unit of the worst thing that happened to me'. Buy-and-hold equities historically run ~0.3-0.5; managed-futures programs target 0.5-1.0. Compare over identical windows: drawdown grows with observation length.
Not financial advice — for informational and analytical use only. Verify all figures with a qualified professional before acting on them.
Need calmar ratio calculator results fast? Analysts, founders, traders and finance professionals use the Calmar Ratio Calculator to skip the spreadsheet and get a defensible answer in one step — free, private and instant.
About Calmar Ratio Calculator
Annualized return over maximum drawdown — the pain-adjusted performance metric trend followers live by. Calmar speaks the investor's true language — 'how much did I make per unit of the worst thing that happened to me'. Buy-and-hold equities historically run ~0.3-0.5; managed-futures programs target 0.5-1.0. Compare over identical windows: drawdown grows with observation length. The governing relationship is Calmar = CAGR / |max drawdown|. The Calmar Ratio Calculator computes entirely in your browser — free, private (your figures never leave your device) and instant, recalculating live as you change any input.
How to use Calmar Ratio Calculator
- 1Enter Annualized return (CAGR) (%), Maximum drawdown (%) into the Calmar Ratio Calculator.
- 2The result is computed automatically using Calmar = CAGR / |max drawdown| — there is no button to press.
- 3Change any input to model a different scenario, then copy or share the result.
Why use Calmar Ratio Calculator?
- ✓Computes calmar ratio calculator instantly with the correct formula — no spreadsheet needed
- ✓100% free and unlimited, with no sign-up, login or paywall
- ✓Runs entirely in your browser, so the figures you enter stay private
- ✓Shows the formula, a live worked example and references so you can defend the number
Frequently asked questions
What is the formula behind the Calmar Ratio Calculator?+
Calmar Ratio Calculator uses Calmar = CAGR / |max drawdown|. Calmar speaks the investor's true language — 'how much did I make per unit of the worst thing that happened to me'. The tool substitutes your actual inputs into this relationship and shows the worked example step by step.
What inputs does the Calmar Ratio Calculator need?+
Enter Annualized return (CAGR) (%), Maximum drawdown (%) and the result updates immediately — there is no button to press. Change any value to model a different scenario in real time.
Is the Calmar Ratio Calculator free, and is my data private?+
Yes — it is completely free with no sign-up or usage limit, and it runs entirely in your browser, so the numbers you enter are never uploaded or stored on any server. It is for informational and analytical use, not financial advice.
What should I watch out for when using the Calmar Ratio Calculator?+
Buy-and-hold equities historically run ~0.3-0.5; managed-futures programs target 0.5-1.0. Compare over identical windows: drawdown grows with observation length.
What is the Calmar Ratio Calculator based on?+
The method follows authoritative sources: Young (1991) — Calmar ratio. The formula and references are shown on the page so you can verify and cite the result.
Related Finance tools
Human Life Value (HLV) Calculator
The economic value of your future earnings to your family — the income-replacement basis for sizing a life-insurance cover.
● LiveTerm Life Insurance Coverage Calculator
How much term-life cover you actually need — replacing income, clearing debts and funding goals, net of existing assets and cover.
● LiveDIME Method Life Insurance Calculator
The DIME formula — Debt + Income + Mortgage + Education — a fast, complete way to size a life-insurance cover.
● Live