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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 5
63.51%
18.83%
-IndustryYearLast 10
-26.72%
18.83%
5
+GlobalYearTop 5
61.15%
17.86%
-GlobalYearLast 10
-35.39%
17.86%
A
+GlobalYearTop 5
40.79%
16.04%
-IndustryYearLast 25
13.19%
16.04%

Conditional Sharpe Ratio

Quantifies the risk that the security will experience extreme losses. We are using 3-years of returns and monthly samples of the returns.



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