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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 5
70.41%
18.35%
-GlobalYearLast 5
-53.59%
18.35%
5
+GlobalYearTop 25
106.24%
17.65%
-IndustryYearLast 5
-8.54%
17.65%
A
+GlobalYearTop 25
51.65%
16.03%
-IndustryMonthLast 10
2.08%
1.26%

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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