H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 25
30.81%
13.93%
-IndustryYearLast 10
-39.64%
13.93%
5
+GlobalYearTop 25
25.39%
13.31%
-GlobalMonthLast 5
-19.51%
0.78%
A
+GlobalYearTop 25
25.09%
15.14%
-IndustryYearLast 25
6.32%
15.14%

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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