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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalWeekTop 10
3.46%
1%
-IndustryYearLast 5
-13.06%
17.5%
5
+GlobalYearTop 5
59.29%
15.65%
-GlobalMonthLast 10
-17.35%
1.01%
A
+GlobalYearTop 5
63.94%
15.3%
-IndustryYearLast 25
15.68%
15.3%

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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