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H
BestScopePeriodSample%ChangeS&P500
1
+IndustryYearTop 25
21.05%
5.59%
-GlobalMonthLast 5
-37.09%
-1.39%
5
+IndustryMonthTop 5
121.7%
-1.75%
-IndustryYearLast 5
-14.9%
5.93%
A
+GlobalYearTop 5
63.35%
14.72%
-IndustryWeekLast 25
0.02%
0.23%

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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