Wootrader.com is moving to https://financeboards.com - sign up for a free account.

H
BestScopePeriodSample%ChangeS&P500
1
+IndustryYearTop 25
32.73%
13.32%
-IndustryMonthLast 5
-4.56%
1.6%
5
+IndustryYearTop 5
33.23%
14.27%
-GlobalMonthLast 5
-3.17%
1.05%
A
+GlobalYearTop 25
26.69%
15.6%
-IndustryYearLast 25
7.29%
15.6%

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.



Locked content

This full content is available for membership level Advanced Investor or higher. You can register for a new account now.