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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 5
60.64%
14.48%
-IndustryYearLast 25
-11.18%
14.48%
5
+GlobalYearTop 5
42.65%
14.14%
-IndustryYearLast 10
-2.58%
14.14%
A
+GlobalYearTop 5
31%
15.09%
-IndustryMonthLast 25
0.78%
1.18%

Sortino Ratio

A ratio of the excess returns (security returns minus the risk-free returns), divided by the downside deviation.
A large Sortino ratio indicates there is a low probability of a large loss. We are using 3-years of returns, monthly samples and the SPY index as a benchmark.



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