Popularity of Performance Measures

Just because it is so very simple these days we researched the pouplarity of the various measures using a google search.

Popularity of Performance Measures
Hits March 2011
Annualized Return 944k
Calmar Ratio 30k
Deviation of Returns 288k
Drawdown 2.1M
MAR Ratio 27k
RAROC 263k
Regressed Annual Return 911
Robust Sharpe Ratio 1570
Sharpe Ratio 1.4M
SOL Quotient 161
Sortino Ratio 68k
Sterling Ratio 47k
Ulcer Index 42k
Value at Risk 1.1M

Some Terms like Modigliani, RAR, MAR UPI and VaR don’t work with this methods because there are too many unrelated hits on google.
As expected people care most about profits (Annualized Return + CAGR), then they are obsessed with drawdowns. Clear winners in terms of popularitry are Sharpe Ratio and VaR. Our favourite “Ulcer” related measures are among the least popular though.