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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 5
37.97%
21.11%
-GlobalYearLast 5
-28.16%
21.11%
5
+GlobalYearTop 5
50%
19.85%
-IndustryYearLast 5
-8.04%
19.85%
A
+GlobalYearTop 5
24.44%
15.21%
-IndustryYearLast 10
11.26%
15.21%

Calmar Ratio

Represents a comparison of the average annual compounded rate of return and the maximum drawdown risk of the security. The lower the Calmar Ratio, the worse the security performed on a risk-adjusted basis over the specified time period. We are using 3-years of returns, monthly samples and the SPY index as a benchmark.



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