RS Score - Performance Based Ranking Table
-
Team
This query pertains to the 'Score' in the output of Performance Based Ranking Table
Path: RZone -> RS Scanner -> Performance Based Ranking TableFrom the output, I can see the 'Sharpe Ratio' columns are [Returns/SD] for the respective lookback period and the 'Total Returns' is the simple sum of returns. I see the 'Score' value changes when the I change the weights assigned to the 4 lookback periods, but I still can't understand how the Score is derived. I can't use what I don't understand. Kindly clarify.
Thank you