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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 5
64.36%
21.11%
-IndustryYearLast 5
-60.06%
21.11%
5
+GlobalYearTop 5
64.17%
19.85%
-IndustryYearLast 5
-5.75%
19.85%
A
+GlobalYearTop 10
32.54%
15.21%
-GlobalMonthLast 10
1.21%
1.2%

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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