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H
BestScopePeriodSample%ChangeS&P500
1
+IndustryYearTop 5
43.61%
13.32%
-GlobalYearLast 5
3.39%
13.32%
5
+IndustryYearTop 10
24.99%
14.27%
-IndustryMonthLast 25
1.37%
1.05%
A
+IndustryYearTop 5
39.75%
15.6%
-GlobalMonthLast 25
1.33%
1.27%

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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