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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 5
61.77%
21.11%
-IndustryYearLast 5
-53.66%
21.11%
5
+GlobalYearTop 5
63.01%
19.85%
-GlobalYearLast 25
-10.29%
19.85%
A
+GlobalYearTop 5
39.87%
15.21%
-IndustryMonthLast 25
0.38%
1.2%

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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