H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 5
24.32%
13.93%
-IndustryMonthLast 10
-21.08%
0.41%
5
+GlobalYearTop 5
22.94%
13.31%
-GlobalMonthLast 10
-12.75%
0.78%
A
+GlobalYearTop 5
30.98%
15.14%
-IndustryWeekLast 25
0.01%
0.23%

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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