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H
BestScopePeriodSample%ChangeS&P500
1
+IndustryYearTop 10
28.89%
16.16%
-GlobalYearLast 5
-35.89%
16.16%
5
+GlobalYearTop 25
23.57%
16.12%
-GlobalYearLast 5
-32.19%
16.12%
A
+GlobalYearTop 25
21.43%
15.89%
-GlobalWeekLast 5
-1.06%
0.24%

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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