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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 10
34.97%
16.75%
-GlobalYearLast 10
-8.15%
16.75%
5
+GlobalYearTop 10
25.88%
16.59%
-GlobalYearLast 5
-11.81%
16.59%
A
+GlobalYearTop 5
26.92%
15.88%
-IndustryMonthLast 25
-0.49%
1.24%

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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