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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 10
195.67%
12.55%
-IndustryYearLast 25
2.09%
12.55%
5
+GlobalYearTop 10
199.3%
12.7%
-GlobalYearLast 10
-4.98%
12.7%
A
+GlobalYearTop 10
75.52%
15.33%
-IndustryMonthLast 25
2.3%
1.31%

Sortino Ratio

A ratio of the excess returns (security returns minus the risk-free returns), divided by the downside deviation.
A large Sortino ratio indicates there is a low probability of a large loss. We are using 3-years of returns, monthly samples and the SPY index as a benchmark.



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