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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 5
32.11%
18.83%
-GlobalYearLast 5
-48.92%
18.83%
5
+GlobalYearTop 5
31.68%
17.86%
-GlobalYearLast 5
-48.16%
17.86%
A
+GlobalYearTop 5
28.43%
16.04%
-IndustryYearLast 25
6.51%
16.04%

Sharpe Ratio

A measure for calculating risk-adjusted return. Calculated as the average return of the security minus the risk-free return divided by the standard deviation of the excess returns. We are using 3-years of returns, monthly samples and the SPY index as a benchmark.



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