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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 5
149.44%
13.32%
-IndustryYearLast 5
-18.1%
13.32%
5
+GlobalYearTop 5
148.14%
14.27%
-GlobalYearLast 5
3.56%
14.27%
A
+GlobalYearTop 10
61.89%
15.6%
-IndustryYearLast 10
3.66%
15.6%

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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