Alternative Investment Posts
FOOTNOTES:
1. The Annualized Compounded ROR ("Rate of Return") is the average return of an investment over a number of years. It smoothes out returns by assuming constant growth.
2. Peak to Valley Drawdown ("Maximum Drawdown") is the worst drawdown % loss over the period of Nov-2008 to Jun-2021
3. Sharpe Ratio uses a 0% Risk Free ROR (Rate of Return)
4. Sortino Ratio uses a 2% Minimum Acceptable ROR (Rate of Return)
5. Calmar Ratio Uses last 36 months of Data
6. Sterling Ratio uses last 36 months of Data
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