H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 25
34.53%
13.93%
-GlobalYearLast 25
-10.52%
13.93%
5
+GlobalYearTop 25
28.07%
13.31%
-GlobalMonthLast 10
-2.95%
0.78%
A
+GlobalYearTop 25
27.77%
15.14%
-GlobalYearLast 10
10.11%
15.14%

Information Ratio

A ratio of the security excess returns above the returns of the benchmark to the volatility of those returns. We are using 3-years of returns, monthly samples and the SPY index as a benchmark.



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