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H
BestScopePeriodSample%ChangeS&P500
1
+IndustryYearTop 5
101.56%
5.59%
-GlobalYearLast 5
-70.87%
5.59%
5
+IndustryYearTop 5
65.96%
5.93%
-GlobalYearLast 5
-29.77%
5.93%
A
+GlobalYearTop 10
169.52%
14.72%
-GlobalWeekLast 5
-0.26%
0.23%

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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