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- Tracking_error abstract "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 root-mean-square of the difference between the portfolio and index returns.Many portfolios are managed to a benchmark, typically an index. Some portfolios are expected to replicate, before trading and other costs, the returns of an index exactly (e.g., an index fund), while others are expected to 'actively manage' the portfolio by deviating slightly from the index in order to generate active returns. Tracking error (also called active risk) is a measure of the deviation from the benchmark; the aforementioned index fund would have a tracking error close to zero, while an actively managed portfolio would normally have a higher tracking error. Dividing portfolio active return by portfolio tracking error gives the information ratio, which is a risk adjusted performance measure.".
- Tracking_error wikiPageExternalLink tracking-error-%E2%80%93-a-hidden-cost.
- Tracking_error wikiPageExternalLink tracking-error.
- Tracking_error wikiPageExternalLink watch?v=A1sB2ynlNrw.
- Tracking_error wikiPageID "3462036".
- Tracking_error wikiPageRevisionID "574663286".
- Tracking_error hasPhotoCollection Tracking_error.
- Tracking_error subject Category:Financial_risk.
- Tracking_error comment "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 root-mean-square of the difference between the portfolio and index returns.Many portfolios are managed to a benchmark, typically an index.".
- Tracking_error label "Tracking Error".
- Tracking_error label "Tracking error".
- Tracking_error label "Tracking error".
- Tracking_error label "Tracking error".
- Tracking_error label "Tracking error".
- Tracking_error sameAs Tracking_Error.
- Tracking_error sameAs Tracking_error.
- Tracking_error sameAs Tracking_error.
- Tracking_error sameAs Tracking_error.
- Tracking_error sameAs m.09drqy.
- Tracking_error sameAs Q1779213.
- Tracking_error sameAs Q1779213.
- Tracking_error wasDerivedFrom Tracking_error?oldid=574663286.
- Tracking_error isPrimaryTopicOf Tracking_error.