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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 5
67.3%
18.83%
-IndustryYearLast 5
-26.49%
18.83%
5
+GlobalYearTop 10
251.87%
17.86%
-IndustryYearLast 5
-14.91%
17.86%
A
+GlobalYearTop 10
60.75%
16.04%
-IndustryYearLast 10
1.62%
16.04%

Sterling Ratio

A measure of the risk-adjusted return of the security, where it measures returns over the average drawdown, versus the more commonly used max drawdown. We are using 3-years of returns, monthly samples and the SPY index as a benchmark.



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