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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 5
69.41%
18.35%
-GlobalYearLast 10
-20%
18.35%
5
+GlobalYearTop 10
269.39%
17.65%
-GlobalYearLast 10
-34.86%
17.65%
A
+GlobalYearTop 10
66.6%
16.03%
-IndustryYearLast 10
10.03%
16.03%

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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