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H
BestScopePeriodSample%ChangeS&P500
1
+IndustryYearTop 5
48.79%
15.82%
-IndustryYearLast 5
-36.99%
15.82%
5
+GlobalYearTop 25
25.6%
18.3%
-GlobalMonthLast 5
-12.82%
2.07%
A
+GlobalYearTop 25
25.19%
15.86%
-IndustryYearLast 25
11.75%
15.86%

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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