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H
BestScopePeriodSample%ChangeS&P500
1
+IndustryYearTop 25
29.19%
5.59%
-GlobalMonthLast 5
-25.35%
-1.39%
5
+IndustryYearTop 25
24.95%
5.93%
-IndustryYearLast 25
-4.65%
5.93%
A
+GlobalYearTop 10
47.79%
14.72%
-IndustryWeekLast 25
0.99%
0.23%

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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