H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 25
24.05%
13.93%
-IndustryYearLast 5
-30.48%
13.93%
5
+GlobalYearTop 25
21.96%
13.31%
-IndustryYearLast 5
-4.18%
13.31%
A
+GlobalYearTop 5
45.1%
15.14%
-IndustryYearLast 10
-18.73%
15.14%

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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