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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 10
195.67%
12.55%
-IndustryYearLast 10
-2.91%
12.55%
5
+GlobalYearTop 10
199.3%
12.7%
-IndustryYearLast 25
-5.86%
12.7%
A
+GlobalYearTop 10
72.42%
15.33%
-IndustryMonthLast 5
0.61%
1.31%

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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