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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 5
45.29%
16.25%
-GlobalYearLast 25
-12.66%
16.25%
5
+GlobalYearTop 5
44.04%
15.71%
-GlobalYearLast 25
-6.36%
15.71%
A
+GlobalYearTop 10
32.37%
14.59%
-GlobalMonthLast 5
-0.77%
1.12%

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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