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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 5
63.1%
16.25%
-GlobalYearLast 25
-24.2%
16.25%
5
+GlobalYearTop 5
55.19%
15.71%
-GlobalYearLast 5
-34.91%
15.71%
A
+GlobalYearTop 5
38.43%
14.59%
-IndustryMonthLast 25
1.49%
1.12%

Sortino Ratio

A ratio of the excess returns (security returns minus the risk-free returns), divided by the downside deviation.
A large Sortino ratio indicates there is a low probability of a large loss. We are using 3-years of returns, monthly samples and the SPY index as a benchmark.



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