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

H
BestScopePeriodSample%ChangeS&P500
1
+IndustryYearTop 10
13.48%
5.59%
-GlobalYearLast 5
-25.48%
5.59%
5
+IndustryMonthTop 25
21.71%
-1.75%
-GlobalYearLast 5
-14.57%
5.93%
A
+GlobalYearTop 5
23.48%
14.72%
-IndustryMonthLast 25
0.3%
1.12%

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.