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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 5
47.67%
14.49%
-GlobalYearLast 5
-31.82%
14.49%
5
+GlobalYearTop 5
43.65%
14.24%
-GlobalYearLast 5
-16.67%
14.24%
A
+GlobalYearTop 25
31.55%
15.09%
-GlobalMonthLast 5
0.4%
1.19%

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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