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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 25
30.33%
13.32%
-IndustryYearLast 5
-5.71%
13.32%
5
+GlobalYearTop 25
28.93%
14.27%
-IndustryMonthLast 5
-2.18%
1.05%
A
+GlobalYearTop 5
36.85%
15.6%
-GlobalMonthLast 10
1.32%
1.27%

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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