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H
BestScopePeriodSample%ChangeS&P500
1
+IndustryYearTop 5
112.5%
17.5%
-GlobalYearLast 10
7.3%
17.5%
5
+GlobalYearTop 10
44.52%
15.65%
-IndustryMonthLast 25
-5.64%
1.01%
A
+IndustryYearTop 5
38.22%
15.3%
-GlobalWeekLast 25
0.47%
0.24%

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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