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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 5
63.51%
18.83%
-IndustryYearLast 5
-26.8%
18.83%
5
+GlobalYearTop 5
61.15%
17.86%
-IndustryYearLast 25
-3.06%
17.86%
A
+GlobalYearTop 10
57.05%
16.04%
-IndustryMonthLast 10
0.52%
1.27%

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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