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日期:2025-04-24
Tracking errors are reported as a "standard deviation percentage" difference.
This measure reports the difference between the return an investor receives and
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日期:2025-04-25
Tracking error is a measurement of how much the return on a portfolio deviates
from the return on its benchmark index. It is a very important metric for index ......
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日期:2025-04-27
Tracking error is a metric commonly used to characterise the risk associated with ... focus of this article is on the definition of tracking error from both ex-post and ......
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日期:2025-04-25
Equity Portfolio Tracking Error. Raman Vardharaj. Quantitative Portfolio Manager. Guardian Life Insurance. This presentation is based on the following ......
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日期:2025-04-30
In finance, tracking error is a measure of how closely a portfolio follows the index to which it is benchmarked. The best measure is the standard deviation of the difference between the portfolio and index returns. Many portfolios are managed to a benchma...
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日期:2025-04-25
Tracking errors tend to be small, but they can still adversely affect your returns. Learn how to protect against them....
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日期:2025-04-26
Tracking error is the difference between a portfolio's returns and the benchmark or index it was meant to mimic or beat. Tracking error is sometimes called active risk. There are two ways to measure tracking error. The first is to subtract the benchmark's...
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日期:2025-04-26
Tracking Error - Definition for Tracking Error from Morningstar - When using an indexing or any other benchmarking strategy, the amount by which the performance of the portfolio differed from that of the benchmark....