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H
BestScopePeriodSample%ChangeS&P500
1
+IndustryYearTop 5
21.85%
5.59%
-GlobalMonthLast 25
-12.07%
-1.39%
5
+IndustryYearTop 5
19.13%
5.93%
-IndustryMonthLast 5
-8.28%
-1.75%
A
+GlobalYearTop 5
32.51%
14.72%
-IndustryWeekLast 25
0.64%
0.23%

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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