H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 5
24.32%
13.93%
-GlobalMonthLast 5
-10.88%
0.41%
5
+GlobalYearTop 10
25.22%
13.31%
-GlobalYearLast 5
-6.69%
13.31%
A
+GlobalYearTop 5
29.78%
15.14%
-GlobalYearLast 5
1.07%
15.14%

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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