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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 5
72.36%
18.83%
-GlobalYearLast 5
-56.16%
18.83%
5
+GlobalYearTop 5
69.07%
17.86%
-GlobalYearLast 5
-46.18%
17.86%
A
+GlobalYearTop 25
48.85%
16.04%
-IndustryMonthLast 10
2.07%
1.27%

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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