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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 25
1984.43%
16.77%
-GlobalYearLast 5
-32.66%
16.77%
5
+GlobalYearTop 25
65.75%
16.78%
-GlobalYearLast 5
-6.66%
16.78%
A
+GlobalYearTop 10
83.61%
15.48%
-IndustryYearLast 5
11.34%
15.48%

Calmar Ratio

Represents a comparison of the average annual compounded rate of return and the maximum drawdown risk of the security. The lower the Calmar Ratio, the worse the security performed on a risk-adjusted basis over the specified time period. We are using 3-years of returns, monthly samples and the SPY index as a benchmark.



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