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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 10
138.55%
12.55%
-IndustryYearLast 5
-13.91%
12.55%
5
+GlobalYearTop 10
177.11%
12.7%
-IndustryYearLast 10
-3.73%
12.7%
A
+GlobalYearTop 10
56.8%
15.33%
-IndustryYearLast 25
11.91%
15.33%

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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