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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 10
78.91%
13.32%
-IndustryYearLast 5
-4.72%
13.32%
5
+GlobalYearTop 10
78.8%
14.27%
-GlobalYearLast 5
-10.87%
14.27%
A
+GlobalYearTop 10
58.72%
15.6%
-IndustryMonthLast 5
0.3%
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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