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H
BestScopePeriodSample%ChangeS&P500
1
+IndustryYearTop 10
24.19%
17.5%
-GlobalYearLast 5
-15.04%
17.5%
5
+GlobalYearTop 5
59.29%
15.65%
-GlobalMonthLast 25
-12.01%
1.01%
A
+GlobalYearTop 10
72.77%
15.3%
-IndustryMonthLast 5
0.7%
1.36%

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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