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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 10
75.07%
13.32%
-GlobalMonthLast 5
-13.24%
1.6%
5
+GlobalYearTop 10
75.7%
14.27%
-GlobalMonthLast 5
-15.3%
1.05%
A
+GlobalYearTop 10
43.84%
15.6%
-IndustryMonthLast 10
2.63%
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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