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H
BestScopePeriodSample%ChangeS&P500
1
+IndustryYearTop 5
48.68%
17.08%
-GlobalYearLast 5
-54.53%
17.08%
5
+GlobalYearTop 5
31.51%
17.42%
-GlobalYearLast 5
-22.43%
17.42%
A
+GlobalYearTop 5
38.27%
16.01%
-GlobalMonthLast 10
1.04%
1.25%

Information Ratio

A ratio of the security excess returns above the returns of the benchmark to the volatility of those returns. We are using 3-years of returns, monthly samples and the SPY index as a benchmark.



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