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SHARPE RATIO

Sharpe Ratio measures risk-adjusted return, reflecting the excess return earned per unit of risk taken, relative to the risk-free rate.

SORTINO RATIO

Sortino Ratio measures risk-adjusted return by focusing on downside risk, comparing returns above a target or risk-free rate to the volatility of negative returns.

CALMAR RATIO

Calmar Ratio measures risk-adjusted return by comparing the annualized return to the maximum drawdown, providing insights into performance relative to worst-case losses. A higher Calmar Ratio indicates better performance relative to risk.

LARGEST WIN

Largest Win represents the highest monetary profit achieved in a transaction, trade, or portfolio, providing insights into peak performance.

LARGEST LOSS

Largest Loss represents the greatest monetary loss incurred in a transaction, trade, or portfolio, highlighting peak downside risk.

RISK FREE RATE

Risk-Free Rate represents the return on an investment with zero risk, often based on government bonds or other risk-free assets, providing a benchmark for evaluating risk-adjusted returns.

SMALLEST LOSS

Smallest Loss represents the lowest monetary loss incurred in a transaction, trade, or portfolio, highlighting minimal downside risk.

AVERAGE WIN

Average Win calculates the average monetary profit of all profitable transactions, trades, or the portfolio, providing insight into typical gains.

AVERAGE LOSS

Average Loss calculates the average monetary loss of all losing transactions, trades, or the portfolio, highlighting typical downside risks.

HIGHEST ENTRY PRICE

Highest Entry Price represents the highest price paid to enter a position in a transaction, trade, or portfolio, reflecting the maximum cost of acquisition.

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