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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 5
37.27%
16.16%
-IndustryYearLast 25
-9.3%
16.16%
5
+GlobalYearTop 5
34.77%
16.12%
-IndustryYearLast 25
-7.59%
16.12%
A
+GlobalYearTop 10
24.82%
15.89%
-GlobalYearLast 5
-9.46%
15.89%

Conditional Sharpe Ratio

Quantifies the risk that the security will experience extreme losses. We are using 3-years of returns and monthly samples of the returns.



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