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H
BestScopePeriodSample%ChangeS&P500
1
+IndustryYearTop 10
13.61%
5.59%
-GlobalYearLast 5
-21.71%
5.59%
5
+GlobalYearTop 5
45.37%
5.93%
-GlobalYearLast 5
-20.78%
5.93%
A
+IndustryYearTop 5
34.56%
14.72%
-GlobalWeekLast 25
0.41%
0.23%

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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