- CFA Exams
- CFA Level I Exam
- Topic 8. Alternative Investments
- Learning Module 2. Alternative Investment Performance and Returns
- Subject 1. Issues in Performance Appraisal
CFA Practice Question
Which ratio DOES NOT compare performance to drawdown?
B. MAR ratio
C. Sortino ratio
A. Calmar ratio
B. MAR ratio
C. Sortino ratio
Correct Answer: C
Both Clamar ratio and MAR ratio evaluate the average return performance record in relation to worst drawdown loss.
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