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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 5
61.81%
18.35%
-GlobalYearLast 10
-41.79%
18.35%
5
+GlobalYearTop 5
65.2%
17.65%
-GlobalYearLast 10
-36.76%
17.65%
A
+GlobalYearTop 5
40.65%
16.03%
-IndustryYearLast 25
13.35%
16.03%

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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