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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 10
46.74%
16.25%
-GlobalYearLast 10
-24.97%
16.25%
5
+GlobalYearTop 5
55.12%
15.71%
-GlobalYearLast 5
-49.24%
15.71%
A
+GlobalYearTop 5
31.79%
14.59%
-IndustryMonthLast 25
0.32%
1.12%

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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