Calculate Calmar Ratio

Calculate the Calmar ratio (CAGR / Maximum Drawdown).

Usage

calc_calmar(equity_curve = NULL, returns = NULL, periods = 252)

Arguments

equity_curve

Numeric vector of equity values

returns

Numeric vector of returns

periods

Number of periods per year (default: 252 for daily data)

Value

Numeric value representing the Calmar ratio

Examples

if (FALSE) { # \dontrun{
equity <- c(100, 105, 110, 108, 115, 120)
calc_calmar(equity_curve = equity, periods = 252)
} # }