code: def calmar(sharpe, T = 1.0):
      '''
      Calculate the Calmar ratio for a Weiner process
      
      @param sharpe:    Annualized Sharpe ratio
      @param T:         Time interval in years
      '''
      x = 0.5*T*sharpe*sharpe
      return x/qp(xf calmar(sharpe, T = 1.0):
      '''
      Calculate the Calmar ratio for a Weiner process
      
      @param sharpe:    Annualized Sharpe ratio
      @param T:         Time interval in years
      '''
      x = 0.5*T*sharpe*sharpe
      return x/qp(x)
docs: Calculate the Calmar ratio for a Weiner process
      
      @param sharpe:    Annualized Sharpe ratio
      @param T:         Time interval in years