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H
BestScopePeriodSample%ChangeS&P500
1
+IndustryYearTop 25
22.92%
21.11%
-GlobalYearLast 5
-34.2%
21.11%
5
+GlobalYearTop 5
72.93%
19.85%
-IndustryYearLast 5
-1.76%
19.85%
A
+GlobalYearTop 5
25.1%
15.21%
-IndustryYearLast 5
11.98%
15.21%

Treynor Ratio

Also known as reward-to-volatility ratio is a measure of the returns earned in excess of that which could have been earned on an investment that has no diversifiable risk. We are using 3-years of returns, monthly samples and the SPY index as a benchmark.



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