{"id":67137,"date":"2026-03-06T16:33:55","date_gmt":"2026-03-06T08:33:55","guid":{"rendered":"https:\/\/mister.forex\/?page_id=67137"},"modified":"2026-04-22T08:38:09","modified_gmt":"2026-04-22T00:38:09","slug":"calmar-ratio-investment-efficiency","status":"publish","type":"page","link":"https:\/\/mister.forex\/ar\/calmar-ratio-investment-efficiency\/","title":{"rendered":"\u0645\u0627 \u0647\u064a \u0646\u0633\u0628\u0629 \u0643\u0627\u0644\u0645\u0627\u0631\u061f \u0627\u0644\u0645\u0624\u0634\u0631 \u0627\u0644\u0630\u064a \u064a\u0641\u0636\u0644\u0647 \u0627\u0644\u0645\u062d\u062a\u0631\u0641\u0648\u0646 \u0639\u0644\u0649 \u0627\u0644\u0639\u0627\u0626\u062f \u0627\u0644\u0633\u0646\u0648\u064a"},"content":{"rendered":"
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\u0648\u062f\u0627\u0639\u0627\u064b \u0644\u0644\u0623\u0631\u0628\u0627\u062d \u0627\u0644\u0648\u0647\u0645\u064a\u0629: \u062a\u062d\u0644\u064a\u0644 \u0639\u0645\u064a\u0642 \u0644\u0646\u0633\u0628\u0629 \u0643\u0627\u0644\u0645\u0627\u0631 \u0644\u0628\u0646\u0627\u0621 \u0645\u0646\u062d\u0646\u0649 \u0623\u0635\u0648\u0644 \u0645\u0624\u0633\u0633\u064a \u0645\u0633\u062a\u0642\u0631<\/h1>\t\t\t\t<\/div>\n\t\t\t\t
\n

\ud83d\udccc \u062a\u0645\u0647\u064a\u062f: \u0647\u0644 \u062a\u0631\u0628\u062d \u0627\u0644\u0645\u0627\u0644 \u0623\u0645 \u0646\u0628\u0636\u0627\u062a \u0627\u0644\u0642\u0644\u0628\u061f<\/strong><\/h2>\n\u0641\u064a \u0639\u0635\u0631 \u0627\u0644\u0645\u0648\u062c\u0627\u062a \u0627\u0644\u062a\u0643\u0646\u0648\u0644\u0648\u062c\u064a\u0629 \u0648\u062a\u0642\u0644\u0628\u0627\u062a \u0627\u0644\u0633\u0648\u0642 \u0627\u0644\u062d\u0627\u062f\u0629\u060c \u062a\u062a\u062d\u0631\u0643 \u0623\u0631\u0642\u0627\u0645 \u062d\u0633\u0627\u0628\u0643 \u0627\u0644\u0627\u0633\u062a\u062b\u0645\u0627\u0631\u064a \u064a\u0648\u0645\u064a\u0627\u064b.
\n\u0647\u0644 \u0633\u0628\u0642 \u0644\u0643 \u0623\u0646 \u0634\u0627\u0647\u062f\u062a \u0623\u0635\u0644\u0627\u064b \u0631\u0627\u0626\u062c\u0627\u064b \u064a\u062d\u0642\u0642 \u0642\u0641\u0632\u0629 \u0647\u0627\u0626\u0644\u0629\u060c \u0644\u0643\u0646\u0643 \u062e\u0634\u064a\u062a \u0627\u0644\u062f\u062e\u0648\u0644 \u062e\u0648\u0641\u0627\u064b \u0645\u0646 \u062a\u0631\u0627\u062c\u0639 \u0645\u0641\u0627\u062c\u0626 \u0628\u0646\u0633\u0628\u0629 30%\u061f
\n\u0623\u0648 \u0634\u0639\u0631\u062a \u0628\u0627\u0644\u0642\u0644\u0642 \u0648\u0627\u0644\u0623\u0631\u0642 \u0641\u064a \u0648\u0642\u062a \u0645\u062a\u0623\u062e\u0631 \u0645\u0646 \u0627\u0644\u0644\u064a\u0644 \u0628\u0633\u0628\u0628 \u0647\u0628\u0648\u0637 \u0627\u0644\u0623\u0633\u0639\u0627\u0631\u061f

\n\n\"\u0627\u0644\u0631\u0628\u062d \u0627\u0644\u0630\u064a \u064a\u0645\u0643\u0646\u0643 \u0627\u0644\u062d\u0641\u0627\u0638 \u0639\u0644\u064a\u0647 \u0647\u0648 \u0627\u0644\u062b\u0631\u0648\u0629 \u0627\u0644\u062d\u0642\u064a\u0642\u064a\u0629.\"<\/strong>
\n\u0645\u0639\u0638\u0645 \u0627\u0644\u0645\u0633\u062a\u062b\u0645\u0631\u064a\u0646 \u0627\u0644\u0623\u0641\u0631\u0627\u062f \u064a\u0646\u0638\u0631\u0648\u0646 \u0641\u0642\u0637 \u0625\u0644\u0649 \u0645\u0639\u062f\u0644 \u0627\u0644\u0639\u0627\u0626\u062f\u060c \u0644\u0643\u0646 \u0627\u0644\u0645\u062d\u062a\u0631\u0641\u064a\u0646 \u064a\u0646\u0638\u0631\u0648\u0646 \u0625\u0644\u0649 \u062c\u0648\u062f\u0629 \u0627\u0644\u062d\u064a\u0627\u0632\u0629<\/strong>.
\n\u062c\u0648\u062f\u0629 \u0627\u0644\u062d\u064a\u0627\u0632\u0629 \u062a\u0639\u0646\u064a \u062a\u0646\u0645\u064a\u0629 \u0623\u0635\u0648\u0644\u0643 \u062f\u0648\u0646 \u0627\u0644\u062a\u0636\u062d\u064a\u0629 \u0628\u0646\u0645\u0637 \u062d\u064a\u0627\u062a\u0643 \u0623\u0648 \u0635\u062d\u062a\u0643 \u0627\u0644\u0646\u0641\u0633\u064a\u0629.

\n\n\u0627\u0644\u064a\u0648\u0645\u060c \u0633\u0646\u0639\u0631\u0641\u0643 \u0639\u0644\u0649 \u0627\u0644\u0645\u0624\u0634\u0631 \u0627\u0644\u0630\u064a \u064a\u062d\u062f\u062f \u0646\u062c\u0627\u062d\u0643 \u0627\u0644\u0627\u0633\u062a\u062b\u0645\u0627\u0631\u064a: \u0646\u0633\u0628\u0629 \u0643\u0627\u0644\u0645\u0627\u0631 (Calmar Ratio)<\/strong>.\n<\/span>

\n\n\n

\ud83d\udccc \u0645\u0627 \u0647\u064a \u0646\u0633\u0628\u0629 \u0643\u0627\u0644\u0645\u0627\u0631\u061f \u0648\u0644\u0645\u0627\u0630\u0627 \u0647\u064a \u0623\u0647\u0645 \u0645\u0646 \u0627\u0644\u0639\u0627\u0626\u062f \u0627\u0644\u0633\u0646\u0648\u064a\u061f<\/strong><\/h2>\n\u0645\u0639\u0627\u062f\u0644\u0629 \u0646\u0633\u0628\u0629 \u0643\u0627\u0644\u0645\u0627\u0631 \u0628\u0633\u064a\u0637\u0629 \u0644\u0644\u063a\u0627\u064a\u0629:\n
\n \u0646\u0633\u0628\u0629 \u0643\u0627\u0644\u0645\u0627\u0631 = \u0645\u062a\u0648\u0633\u0637 \u0627\u0644\u0639\u0627\u0626\u062f \u0627\u0644\u0633\u0646\u0648\u064a (CAGR) \/ \u0627\u0644\u062d\u062f \u0627\u0644\u0623\u0642\u0635\u0649 \u0644\u0644\u062a\u0631\u0627\u062c\u0639 (MDD)<\/strong>\n<\/blockquote>\n\u0625\u0630\u0627 \u0643\u0627\u0646 \u0627\u0633\u062a\u062b\u0645\u0627\u0631 \u0645\u0627 \u064a\u062d\u0642\u0642 \u0639\u0627\u0626\u062f\u0627\u064b \u0628\u0646\u0633\u0628\u0629 50% \u0644\u0643\u0646\u0647 \u064a\u062a\u0631\u0627\u062c\u0639 \u0628\u0646\u0633\u0628\u0629 50%\u060c \u0641\u0625\u0646 \u0642\u064a\u0645\u0629 \u0643\u0627\u0644\u0645\u0627\u0631 \u0647\u064a 1.0 \u0641\u0642\u0637.
\n\u0623\u0645\u0627 \u0625\u0630\u0627 \u0643\u0627\u0646 \u0627\u0644\u0639\u0627\u0626\u062f 25% \u0645\u0639 \u062a\u0631\u0627\u062c\u0639 \u0628\u0646\u0633\u0628\u0629 10% \u0641\u0642\u0637\u060c \u0641\u0625\u0646 \u0627\u0644\u0642\u064a\u0645\u0629 \u062a\u0642\u0641\u0632 \u0625\u0644\u0649 2.5.
\n\u0647\u0630\u0627 \u0627\u0644\u0623\u062e\u064a\u0631 \u0647\u0648 \u0627\u0644\u0623\u0635\u0644 \u0627\u0644\u0627\u0633\u062a\u062b\u0645\u0627\u0631\u064a \u0627\u0644\u0627\u062d\u062a\u0631\u0627\u0641\u064a<\/strong>.
\n\u0647\u062f\u0641 \u0627\u0644\u0645\u062d\u062a\u0631\u0641\u064a\u0646 \u0644\u064a\u0633 \u0645\u062c\u0631\u062f \"\u0623\u0643\u0628\u0631 \u0631\u0642\u0645\"\u060c \u0628\u0644 \"\u0623\u0639\u0644\u0649 \u0639\u0627\u0626\u062f \u0645\u0642\u0627\u0628\u0644 \u0643\u0644 \u0648\u062d\u062f\u0629 \u0645\u062e\u0627\u0637\u0631\u0629\"<\/strong>.\n<\/span>

\n\n\n

\ud83d\udccc \u0645\u0642\u0627\u0631\u0646\u0629 \u0627\u0644\u0623\u0635\u0648\u0644 \u0627\u0644\u0639\u0627\u0644\u0645\u064a\u0629: \u0645\u0646 \u0647\u0648 \u0645\u0644\u0643 \u0627\u0644\u0643\u0641\u0627\u0621\u0629 \u0627\u0644\u062d\u0642\u064a\u0642\u064a\u061f<\/strong><\/h2>\n\u0644\u0642\u062f \u0642\u0627\u0631\u0646\u0627 \u0628\u064a\u0646 \u0627\u0644\u0623\u0635\u0648\u0644 \u0627\u0644\u0634\u0627\u0626\u0639\u0629 \u0648\u0627\u0644\u0623\u0646\u0638\u0645\u0629 \u0627\u0644\u0643\u0645\u064a\u0629 \u0627\u0644\u0627\u062d\u062a\u0631\u0627\u0641\u064a\u0629:

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\n \n \n \n \n \n \n \n \n \n \n
\u0646\u0648\u0639 \u0627\u0644\u0623\u0635\u0644<\/strong><\/th>\n \u0627\u0644\u0639\u0627\u0626\u062f \u0627\u0644\u0633\u0646\u0648\u064a<\/strong><\/th>\n \u0627\u0644\u062a\u0631\u0627\u062c\u0639 (MDD)<\/strong><\/th>\n \u0646\u0633\u0628\u0629 \u0643\u0627\u0644\u0645\u0627\u0631<\/strong><\/th>\n \u0635\u0639\u0648\u0628\u0629 \u0627\u0644\u062d\u064a\u0627\u0632\u0629<\/strong><\/th>\n <\/tr>\n <\/thead>\n
Quant Matrix<\/strong><\/td>\n 30%<\/td>\n 20%<\/strong><\/td>\n 1.50<\/strong><\/td>\n \u0627\u0633\u062a\u0642\u0631\u0627\u0631 \u0641\u0627\u0626\u0642<\/strong><\/td>\n <\/tr>\n
Alpha Gold<\/strong><\/td>\n 35%<\/td>\n 25%<\/strong><\/td>\n 1.40<\/strong><\/td>\n \u0646\u0645\u0648 \u062b\u0627\u0628\u062a<\/strong><\/td>\n <\/tr>\n
\u0623\u0633\u0647\u0645 \u0627\u0644\u062a\u0642\u0646\u064a\u0629<\/td>\n 30%~70%<\/td>\n 40%~60%<\/td>\n 1.00<\/td>\n \u0639\u0627\u0644\u064a\u0629 \u0627\u0644\u0635\u0639\u0648\u0628\u0629<\/td>\n <\/tr>\n
\u0627\u0644\u0639\u0645\u0644\u0627\u062a \u0627\u0644\u0631\u0642\u0645\u064a\u0629 (BTC)<\/td>\n 60%<\/td>\n 75%<\/td>\n 0.80<\/td>\n \u0639\u0627\u0644\u064a\u0629 \u062c\u062f\u0627\u064b<\/td>\n <\/tr>\n
S&P 500<\/td>\n 12%<\/td>\n 50%<\/td>\n 0.24<\/td>\n \u0645\u062a\u0648\u0633\u0637\u0629<\/td>\n <\/tr>\n
\u0627\u0644\u0630\u0647\u0628 (\u0645\u0644\u0627\u0630 \u0622\u0645\u0646)<\/td>\n 8%<\/td>\n 25%<\/td>\n 0.32<\/td>\n \u062a\u0648\u0627\u0632\u0646 \u062f\u0641\u0627\u0639\u064a<\/td>\n <\/tr>\n <\/tbody>\n <\/table>\n<\/div>\n<\/span>\n\n\n

\ud83d\udccc \u062a\u062d\u0644\u064a\u0644 \u0627\u0644\u0628\u064a\u0627\u0646\u0627\u062a: \u0644\u0645\u0627\u0630\u0627 \u062a\u062e\u062a\u0644\u0641 \u0631\u0624\u064a\u0629 \u0627\u0644\u0645\u062d\u062a\u0631\u0641\u064a\u0646\u061f<\/strong><\/h2>\n\u0628\u0645\u0644\u0627\u062d\u0638\u0629 \u0627\u0644\u062c\u062f\u0648\u0644\u060c \u0646\u062c\u062f \u0623\u0646 \u0627\u0644\u0623\u0635\u0648\u0644 \u0627\u0644\u062c\u064a\u062f\u0629 (\u0645\u062b\u0644 \u0639\u0645\u0627\u0644\u0642\u0629 \u0627\u0644\u062a\u0642\u0646\u064a\u0629 \u0623\u0648 \u0645\u0624\u0634\u0631 \u0627\u0644\u0633\u0648\u0642) \u062a\u0633\u062c\u0644 \u0646\u0633\u0628\u0629 \u0643\u0627\u0644\u0645\u0627\u0631 \u0628\u064a\u0646 0.4 \u0648 1.1.

\n\u0623\u0645\u0627 \u0627\u0644\u0623\u0646\u0638\u0645\u0629 \u0627\u0644\u0643\u0645\u064a\u0629 \u0627\u0644\u062a\u064a \u062a\u062a\u062c\u0627\u0648\u0632 1.2\u060c \u0641\u0630\u0644\u0643 \u0644\u064a\u0633 \u0628\u0645\u062c\u0631\u062f \u0645\u0636\u0627\u0639\u0641\u0629 \u0627\u0644\u0623\u0631\u0628\u0627\u062d\u060c \u0628\u0644 \u0639\u0628\u0631 \u0646\u0645\u0627\u0630\u062c \u0631\u064a\u0627\u0636\u064a\u0629 \u062a\u0642\u0648\u0645 \u0628\u0640 \"\u0627\u0644\u062a\u0631\u0645\u064a\u0645 \u0627\u0644\u0641\u0627\u0626\u0642\"<\/strong> \u0644\u0643\u0644 \u062a\u0631\u0627\u062c\u0639\u060c \u0648\u0627\u0644\u0633\u064a\u0637\u0631\u0629 \u0627\u0644\u062a\u0627\u0645\u0629 \u0639\u0644\u0649 \u0627\u0644\u0645\u062e\u0627\u0637\u0631.\n<\/span><\/div>\n\t\t\t\t
\n\t\t\t\t\t

\u0645\u0639\u0627\u064a\u064a\u0631 \u062a\u0642\u064a\u064a\u0645 \u0646\u0633\u0628\u0629 \u0643\u0627\u0644\u0645\u0627\u0631<\/strong><\/h3>\t\t\t\t<\/div>\n\t\t
\n\t\t
\n\t\t\t\t
\n\t\t\t\t\t\t\t\t\t

\u0645\u0633\u062a\u0648\u0649 \u0627\u0644\u0645\u0624\u0633\u0633\u0627\u062a<\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t

\n\t\t\t\t\t\t\t\t\t

> 1.2<\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t

\n\t\t\t\t\t\t\t\t\t

\u062a\u0648\u0627\u0632\u0646 \u0645\u062b\u0627\u0644\u064a \u0644\u0644\u0645\u062e\u0627\u0637\u0631<\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t

\n\t\t\t\t
\n\t\t\t\t\t\t\t\t\t

\u0646\u0645\u0648 \u0642\u0648\u064a<\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t

\n\t\t\t\t\t\t\t\t\t

0.7 ~ 1.2<\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t

\n\t\t\t\t\t\t\t\t\t

\u0645\u0633\u062a\u0648\u0649 \u0639\u0645\u0627\u0644\u0642\u0629 \u0627\u0644\u062a\u0643\u0646\u0648\u0644\u0648\u062c\u064a\u0627<\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t

\n\t\t\t\t
\n\t\t\t\t\t\t\t\t\t

\u0633\u0648\u0642 \u0639\u0627\u0645<\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t

\n\t\t\t\t\t\t\t\t\t

< 0.7<\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t

\n\t\t\t\t\t\t\t\t\t

\u0627\u0644\u0645\u0624\u0634\u0631\u0627\u062a \u0648\u0627\u0644\u0623\u0635\u0648\u0644 \u0627\u0644\u0622\u0645\u0646\u0629<\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t

\n

\ud83d\udccc \u0644\u0645\u0627\u0630\u0627 \u062a\u0639\u062f \u0627\u0644\u0627\u0633\u062a\u0631\u0627\u062a\u064a\u062c\u064a\u0627\u062a \u0627\u0644\u0643\u0645\u064a\u0629 \"\u0627\u0644\u0642\u0637\u0639\u0629 \u0627\u0644\u0623\u062e\u064a\u0631\u0629 \u0645\u0646 \u0627\u0644\u0623\u062d\u062c\u064a\u0629\"\u061f<\/strong><\/h2>\n\u0641\u064a \u0631\u062d\u0644\u0629 \u0627\u0644\u0627\u0633\u062a\u062b\u0645\u0627\u0631\u060c \u0627\u0644\u0639\u062f\u0648 \u0627\u0644\u062d\u0642\u064a\u0642\u064a \u0644\u064a\u0633 \u0627\u0644\u0633\u0648\u0642\u060c \u0628\u0644 \u0639\u0648\u0627\u0637\u0641 \u0627\u0644\u0645\u0633\u062a\u062b\u0645\u0631.

\n\u062a\u0643\u0645\u0646 \u0623\u0647\u0645\u064a\u0629 \u0627\u0644\u0627\u0633\u062a\u0631\u0627\u062a\u064a\u062c\u064a\u0627\u062a \u0627\u0644\u0643\u0645\u064a\u0629 (\u0645\u062b\u0644 Alpha Gold<\/strong> \u0623\u0648 Quant Matrix<\/strong>) \u0641\u064a \u0627\u0633\u062a\u062e\u062f\u0627\u0645 \u0627\u0644\u0645\u0646\u0637\u0642 \u0627\u0644\u0631\u064a\u0627\u0636\u064a \u0644\u0640 \"\u062a\u0631\u0645\u064a\u0645 \u0645\u0646\u062d\u0646\u0649 \u0623\u0635\u0648\u0644\u0643\"<\/strong>.

\n