Wootrader.com is moving to https://financeboards.com - sign up for a free account.

H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 10
28.15%
16.77%
-GlobalYearLast 25
-6.12%
16.77%
5
+GlobalYearTop 25
25.09%
16.78%
-GlobalYearLast 25
-3.12%
16.78%
A
+GlobalYearTop 5
25.46%
15.48%
-IndustryYearLast 25
10.87%
15.48%

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.



Locked content

This full content is available for membership level Advanced Investor or higher. You can register for a new account now.