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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 5
59.9%
21.11%
-GlobalYearLast 5
-16.02%
21.11%
5
+GlobalYearTop 5
58.14%
19.85%
-GlobalYearLast 5
-14.87%
19.85%
A
+GlobalYearTop 10
36.94%
15.21%
-IndustryMonthLast 10
2.31%
1.2%

Omega Ratio

A ratio of the probability weighted returns above the threshold level to probability weighted returns below the threshold level. We are using 3-years of returns, monthly samples and the SPY index as a benchmark.



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