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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 5
70.8%
18.83%
-GlobalYearLast 10
-29.73%
18.83%
5
+GlobalYearTop 5
67.99%
17.86%
-GlobalYearLast 10
-35.49%
17.86%
A
+GlobalYearTop 10
60.05%
16.04%
-IndustryYearLast 10
9.94%
16.04%

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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