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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 5
32.31%
18.83%
-GlobalYearLast 5
-28.07%
18.83%
5
+IndustryYearTop 5
35.55%
17.86%
-GlobalYearLast 5
-50.99%
17.86%
A
+GlobalYearTop 5
38.28%
16.04%
-GlobalMonthLast 10
1.06%
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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