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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 5
48.84%
16.25%
-GlobalYearLast 5
-37.27%
16.25%
5
+GlobalMonthTop 25
13.81%
2.18%
-IndustryYearLast 10
-27.67%
15.71%
A
+GlobalYearTop 25
19.75%
14.59%
-IndustryYearLast 10
14.17%
14.59%

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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