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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 5
38.3%
14.49%
-IndustryYearLast 10
-23.95%
14.49%
5
+IndustryYearTop 5
48.9%
14.24%
-IndustryYearLast 5
0.49%
14.24%
A
+IndustryYearTop 5
29.77%
15.09%
-GlobalMonthLast 25
1.37%
1.19%

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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