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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 10
32.26%
15.32%
-IndustryYearLast 5
-30.38%
15.32%
5
+GlobalYearTop 25
32.63%
15.96%
-GlobalMonthLast 10
-9.62%
0.85%
A
+GlobalYearTop 25
32.11%
15.88%
-GlobalMonthLast 10
0.85%
1.24%

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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