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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 5
41.38%
14.49%
-IndustryYearLast 5
-20.86%
14.49%
5
+GlobalYearTop 5
33.46%
14.24%
-IndustryYearLast 5
-22.38%
14.24%
A
+GlobalYearTop 10
26.51%
15.09%
-IndustryMonthLast 25
-0.47%
1.19%

Kappa Ratio

A ratio of the returns’ percent change to a 1% change in the expected price volatility (also called implied volatility). We are using 3-years of returns, monthly samples and the SPY index as a benchmark.



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