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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 25
2496.77%
16.77%
-IndustryYearLast 5
-22.64%
16.77%
5
+GlobalYearTop 25
590.76%
16.78%
-GlobalYearLast 5
-0.79%
16.78%
A
+GlobalYearTop 5
113.54%
15.48%
-IndustryYearLast 10
7.62%
15.48%

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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