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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 5
77.63%
14.49%
-IndustryYearLast 5
-35.31%
14.49%
5
+GlobalYearTop 5
47.89%
14.24%
-IndustryYearLast 5
-4.5%
14.24%
A
+GlobalYearTop 5
32.66%
15.09%
-IndustryYearLast 10
1.08%
15.09%

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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