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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 10
89.65%
13.32%
-IndustryMonthLast 5
-2.93%
1.6%
5
+GlobalYearTop 10
87.79%
14.27%
-IndustryYearLast 25
-0.27%
14.27%
A
+GlobalYearTop 5
45.09%
15.6%
-IndustryYearLast 25
11.66%
15.6%

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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