Quote from bwolinsky:
Absolute return to drawdown is meaningless, as a previous poster said for the right reasons.
Examing the Calmar ratio of APR to max dd is much more useful, generally try to target 2, 1's fine if max dd is not excessive, and 4+ is a holy grail.
Sharpe ratios are really only relevant with at least two years of data, and you need to watch which risk free rate your simulation program is examining to come up with that statistic. 2 is excellent, 1 is still good over long periods of time.
