Skip to main content
. 2022 Jul 28;609:1181–1203. doi: 10.1016/j.ins.2022.07.146

Fig. A3.

Fig. A3

Time-varying aggressive Kappa index assessment. Panels A to C show the evolution of the Kappa index, from the perspective of aggressive investors, for the ETFs of the three sectors, while Panel D does the same for sector portfolios. The y-axis shows the values recorded by the different ETFs and portfolios, while the x-axis shows the time evolution in months.