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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 10
59.21%
21.11%
-GlobalYearLast 25
-0.64%
21.11%
5
+GlobalYearTop 10
51%
19.85%
-IndustryYearLast 25
-14.26%
19.85%
A
+GlobalYearTop 25
26.31%
15.21%
-IndustryYearLast 25
6.74%
15.21%

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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