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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 5
53.43%
18.11%
-GlobalYearLast 10
-34.49%
18.11%
5
+GlobalYearTop 5
52.73%
17.41%
-GlobalYearLast 5
-31.13%
17.41%
A
+GlobalYearTop 25
27.9%
15.85%
-IndustryYearLast 25
5.18%
15.85%

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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