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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 5
366.67%
12.55%
-IndustryYearLast 5
-2.21%
12.55%
5
+GlobalYearTop 5
376.53%
12.7%
-GlobalMonthLast 25
-1.1%
0.88%
A
+GlobalYearTop 5
84.69%
15.33%
-IndustryYearLast 10
4.58%
15.33%

Sterling Ratio

A measure of the risk-adjusted return of the security, where it measures returns over the average drawdown, versus the more commonly used max drawdown. We are using 3-years of returns, monthly samples and the SPY index as a benchmark.



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