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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 10
36.2%
16.25%
-GlobalYearLast 5
-37.3%
16.25%
5
+GlobalYearTop 5
36.19%
15.71%
-IndustryYearLast 5
-28.69%
15.71%
A
+GlobalYearTop 10
28.59%
14.59%
-GlobalMonthLast 10
0.77%
1.12%

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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