IB's PortfolioAnalyst's Detailed PDF report's "Risk Measures" section tells me that for the last quarter, my Sharpe is 2.34 (good!), Sortino is 2.91 (good!), and Calmar is 8.95 (God?!). I'm being a bit lazy here, and should probably do the calculations myself, but if you are an expert at this already : Can I trust that last number?! Maybe the fact that the report was generated for just a quarter messes up the Sortino and Calmar? I *did* have an excellent streak for the past 3 months in my discretionary options trading, so I'm a little tempted to believe that the number is correct.