Tỷ số Calmar

Ty so Calmar la thuoc do hieu suat dieu chinh theo rui ro: loi nhuan hang nam chia cho muc sut giam von toi da (max drawdown). Gia tri cang cao thi loi nhuan tren moi don vi khoan lo lich su toi te nhat cang lon; tren 1,0 thuong duoc xem la vung chac va tren 3,0 la xuat sac. No duoc Terry W. Young dua ra nam 1991.