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Maximum drawdown is calculated using monthly returns NOT daily (daily can have higher intramonth drawdowns)
Maximum drawdown, Beta, SD, and Calmar Ratio are metrics for the maximum length of time returns.
The Calmar Ratio is a comparison of the average annual compounded rate of return and the maximum drawdown.
Read more: Calmar Ratio Definition | Investopedia http://www.investopedia.com/terms/c/calmarratio.asp
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