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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 10
195.91%
12.55%
-IndustryYearLast 5
-39.74%
12.55%
5
+GlobalYearTop 10
204.14%
12.7%
-IndustryYearLast 10
-2.77%
12.7%
A
+GlobalYearTop 10
58.41%
15.33%
-IndustryYearLast 10
10.3%
15.33%

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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