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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 10
59.75%
21.11%
-IndustryYearLast 25
-20.35%
21.11%
5
+GlobalYearTop 10
50.43%
19.85%
-GlobalYearLast 5
-3.34%
19.85%
A
+GlobalYearTop 5
41.08%
15.21%
-IndustryYearLast 10
1.1%
15.21%

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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