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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 5
70.98%
21.11%
-GlobalYearLast 25
-15.7%
21.11%
5
+GlobalYearTop 5
62.7%
19.85%
-GlobalYearLast 25
-18.66%
19.85%
A
+GlobalYearTop 10
33.95%
15.21%
-GlobalMonthLast 5
0.33%
1.2%

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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