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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 10
92.36%
13.32%
-GlobalYearLast 5
-52.46%
13.32%
5
+GlobalYearTop 10
86.31%
14.27%
-GlobalYearLast 5
-33.76%
14.27%
A
+GlobalYearTop 10
48.51%
15.6%
-IndustryYearLast 10
10.33%
15.6%

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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