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RS Score - Performance Based Ranking Table

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  • H Offline
    H Offline
    Harry
    wrote on last edited by
    #1

    Team

    This query pertains to the 'Score' in the output of Performance Based Ranking Table
    Path: RZone -> RS Scanner -> Performance Based Ranking Table

    From 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

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