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H
BestScopePeriodSample%ChangeS&P500
1
+IndustryYearTop 25
32.74%
17.5%
-IndustryYearLast 5
-36.82%
17.5%
5
+GlobalYearTop 5
59.29%
15.65%
-GlobalYearLast 5
-45.73%
15.65%
A
+GlobalYearTop 5
61.2%
15.3%
-IndustryYearLast 10
10.75%
15.3%

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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