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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalMonthTop 5
10.52%
1.56%
-IndustryYearLast 5
-12.22%
14.48%
5
+IndustryMonthTop 5
16.05%
1.5%
-IndustryYearLast 5
-6.48%
14.14%
A
+IndustryYearTop 5
25.71%
15.09%
-IndustryWeekLast 5
0.25%
0.24%

Modigliani Ratio

Measures the returns of the security, adjusted for the risk of the return relative to that of the benchmark.
The Modigliani ratio is derived from the Sharpe ratio, but is expressed as a percent of the returns. We are using 3-years of returns, monthly samples and the SPY index as a benchmark.



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