H
BestScopePeriodSample%ChangeS&P500
1
+IndustryMonthTop 5
101.5%
0.41%
-GlobalYearLast 5
-48.45%
13.93%
5
+IndustryMonthTop 5
19.55%
0.78%
-IndustryYearLast 5
4.08%
13.31%
A
+GlobalYearTop 5
41.79%
15.14%
-GlobalYearLast 25
10.54%
15.14%

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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