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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 10
196.02%
12.55%
-GlobalMonthLast 5
-6.74%
1.23%
5
+GlobalYearTop 10
198.18%
12.7%
-IndustryYearLast 25
5.68%
12.7%
A
+GlobalYearTop 10
58.36%
15.33%
-IndustryMonthLast 10
2.89%
1.31%

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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