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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 5
288.26%
17.5%
-IndustryYearLast 10
-1.73%
17.5%
5
+GlobalYearTop 5
285.71%
15.65%
-IndustryYearLast 10
3.53%
15.65%
A
+GlobalYearTop 5
100.85%
15.3%
-IndustryYearLast 10
5.56%
15.3%

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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