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H
BestScopePeriodSample%ChangeS&P500
1
+IndustryYearTop 5
17.16%
5.59%
-GlobalYearLast 25
-10.83%
5.59%
5
+IndustryMonthTop 5
127.64%
-1.75%
-GlobalMonthLast 5
-20.01%
-1.75%
A
+GlobalYearTop 10
69.44%
14.72%
-GlobalWeekLast 5
-0.69%
0.23%

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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