CAGR (Compound Annual Growth Rate)
The constant yearly growth rate that would turn the starting value into the ending value over the measured period — the standard headline number for strategy returns. CAGR alone hides risk: pair it with maximum drawdown and Sharpe ratio before comparing strategies, and distrust any CAGR quoted without its measurement window.
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Related terms
Maximum DrawdownThe largest peak-to-trough loss a strategy experienced over a test win…Sharpe RatioAverage excess return divided by the volatility of returns — return pe…
Backtests are hypothetical, computed by DeployQuant's engine on minute-resolution consolidated US market data (2021-01-04 to 2026-07-17, $10,000 starting capital, no margin, fees and slippage not modeled) and do not guarantee future results. Nothing on this page is investment advice. Live trading involves risk of loss.