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H
BestScopePeriodSample%ChangeS&P500
1
+IndustryYearTop 5
33.16%
14.49%
-IndustryYearLast 10
-16.83%
14.49%
5
+GlobalYearTop 5
23.66%
14.24%
-IndustryYearLast 5
-19.67%
14.24%
A
+GlobalYearTop 25
20.66%
15.09%
-IndustryMonthLast 5
1.02%
1.19%

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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