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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 25
25.88%
14.59%
-IndustryYearLast 5
-10.42%
14.59%
5
+GlobalYearTop 25
27.21%
15.72%
-IndustryYearLast 5
-3.65%
15.72%
A
+GlobalYearTop 25
30.39%
15.85%
-IndustryMonthLast 10
1.77%
1.24%

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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