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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 5
65.44%
18.35%
-IndustryYearLast 5
-41.46%
18.35%
5
+GlobalYearTop 10
469.32%
17.65%
-IndustryYearLast 5
-6.16%
17.65%
A
+GlobalYearTop 10
60.87%
16.03%
-IndustryYearLast 10
1.66%
16.03%

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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