Annual Return

Definition

The return of a strategy or asset expressed as an annualized rate.

Boundary

Annualizing short or non-stationary samples can overstate sustainable performance.

Role distribution

Market regimes

Common parameters

No parameter samples.

Frequent co-occurrence

No co-occurrence records.

Semantic relations

• Basis → Calmar RatioThe Calmar ratio uses annualized return as its numerator.

Evidence strategies

• 带滑点止损的DCA定投策略DCA-Strategy-with-Trailing-Take-ProfitContextInferred
• 收益率统计ContextInferred
• 均值恢复ATR趋势策略Mean-Reversion-ATR-Trend-StrategyContextInferred
• 单商品小卖部策略V20_年化130ContextInferred
• 价格行为结构突破-跟踪止损策略-Price-Action-Structural-Breakout-Strategy-with-Trailing-StopContextInferred
• 牛熊小卖部策略V10_OKex合约ContextInferred
• OKEX期现对冲ContextInferred
• 基于历史波动率的市场定时策略Volatility-Filtered-Market-Timing-StrategyContextInferred
• MACD金叉死叉策略-MACD-Golden-Cross-and-Death-Cross-StrategyContextInferred
• 月度收益表现策略Monthly-Performance-PnL-Calendar-StrategyContextInferred

Corpus quotes