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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 25
2506.44%
16.77%
-GlobalYearLast 25
-18.42%
16.77%
5
+GlobalYearTop 25
602.58%
16.78%
-GlobalYearLast 25
-6.46%
16.78%
A
+GlobalYearTop 10
185.75%
15.48%
-GlobalWeekLast 5
-0.22%
0.25%

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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