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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 5
45.99%
16.16%
-GlobalYearLast 5
-8.3%
16.16%
5
+GlobalYearTop 5
29.73%
16.12%
-IndustryYearLast 5
-4.55%
16.12%
A
+GlobalYearTop 5
32.37%
15.89%
-IndustryYearLast 10
4.98%
15.89%

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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