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H
BestScopePeriodSample%ChangeS&P500
1
+IndustryYearTop 10
37.84%
12.55%
-GlobalYearLast 5
-2.28%
12.55%
5
+IndustryYearTop 5
51.4%
12.7%
-IndustryYearLast 5
3.27%
12.7%
A
+GlobalYearTop 5
35.19%
15.33%
-GlobalMonthLast 10
1.35%
1.31%

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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