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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 5
27.69%
17.5%
-GlobalMonthLast 5
-26.93%
1.72%
5
+IndustryYearTop 5
35.95%
15.65%
-GlobalMonthLast 5
-24.2%
1.01%
A
+GlobalYearTop 5
24.9%
15.3%
-IndustryYearLast 25
10.82%
15.3%

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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