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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 10
41.91%
14.49%
-IndustryYearLast 5
-47.9%
14.49%
5
+GlobalYearTop 10
37.62%
14.24%
-GlobalYearLast 5
-20.27%
14.24%
A
+GlobalYearTop 25
30.05%
15.09%
-IndustryMonthLast 10
2.03%
1.19%

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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