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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 25
462.12%
17.75%
-GlobalYearLast 5
-5.44%
17.75%
5
+GlobalYearTop 25
481.31%
17.11%
-IndustryYearLast 25
-6.09%
17.11%
A
+GlobalYearTop 10
57.22%
16%
-IndustryMonthLast 10
0.55%
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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