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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 5
39.42%
13.9%
-GlobalYearLast 25
-12.83%
13.9%
5
+GlobalYearTop 25
24.95%
13.73%
-IndustryYearLast 10
-1.43%
13.73%
A
+GlobalYearTop 25
25.21%
15.11%
-IndustryMonthLast 25
1.19%
1.18%

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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