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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 5
31.86%
12.97%
-GlobalYearLast 25
-21.05%
12.97%
5
+GlobalYearTop 5
33.02%
12.63%
-GlobalMonthLast 5
-22.01%
-0.94%
A
+GlobalYearTop 25
25.16%
14.64%
-IndustryYearLast 25
12.81%
14.64%

Sharpe Ratio

A measure for calculating risk-adjusted return. Calculated as the average return of the security minus the risk-free return divided by the standard deviation of the excess returns. We are using 3-years of returns, monthly samples and the SPY index as a benchmark.



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