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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 25
38.42%
16.77%
-GlobalYearLast 5
-8%
16.77%
5
+GlobalYearTop 5
39.41%
16.78%
-GlobalYearLast 25
-7.74%
16.78%
A
+GlobalYearTop 5
35.91%
15.48%
-GlobalWeekLast 5
0.57%
0.25%

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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