Calmar Ratio Calculator

Calculate the Calmar ratio, the Sterling ratio, and the Burke ratio for investment strategies. These risk-adjusted performance metrics use maximum drawdown as the risk denominator, penalizing strategies with severe peak-to-trough declines.

Principal ($)
Annual Rate (%)
Years
Compounding / Year
$ Finance Disclaimer: These calculators are for educational and illustrative purposes only. Results do not constitute financial advice. Consult a licensed financial advisor before making investment or borrowing decisions.
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How to Use

Enter the values for the scenario you are assessing. Calculate the Calmar ratio, the Sterling ratio, and the Burke ratio for investment strategies. These risk-adjusted performance metrics use maximum drawdown as the risk denominator, penalizing strategies with severe peak-to-trough declines. Use the calmar ratio result to inform your calculation.

Frequently Asked Questions