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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 5
40.96%
16.25%
-GlobalYearLast 5
-46.71%
16.25%
5
+GlobalYearTop 5
44.45%
15.71%
-IndustryYearLast 5
-29.37%
15.71%
A
+GlobalYearTop 25
31.16%
14.59%
-IndustryMonthLast 10
2.27%
1.12%

Omega Ratio

A ratio of the probability weighted returns above the threshold level to probability weighted returns below the threshold level. We are using 3-years of returns, monthly samples and the SPY index as a benchmark.



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