H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 25
33.54%
13.93%
-GlobalMonthLast 5
-31.81%
0.41%
5
+GlobalYearTop 25
29.11%
13.31%
-GlobalMonthLast 5
-26.22%
0.78%
A
+GlobalYearTop 25
29.84%
15.14%
-IndustryYearLast 5
4.6%
15.14%

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.



Locked content

This full content is available for membership level Advanced Investor or higher. You can register for a new account now.