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 benchmark, typically an index. Some portfolios are expected to replicate, before trading and other co...
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http://en.wikipedia.org/wiki/Tracking_error
In an indexing strategy, the standard deviation of the difference between the performance of the benchmark and the replicating portfolio.
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http://www.duke.edu/~charvey/Classes/wpg/bfglost.htm
In an indexing strategy, the difference between the performance of the benchmark and the replicating portfolio.
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http://www.encyclo.co.uk/local/20047
The degree of proximity with which an actual portfolio follows a representative market index. Technically the tracking error is represented by the standard deviation of the differences in return between the portfolio and the index. Tracking error measures the likelihood (based on historical data) of actual returns differing from index returns.
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http://www.encyclo.co.uk/local/20174
Measure of the variability of investment returns relative to a benchmark or index. It is calculated as the standard deviation of the monthly or quarterly relative returns.
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http://www.encyclo.co.uk/local/20211
The difference in movement of a playback stylus across the face of a phonograph record compared with the cutting stylus on the disc recording machine.
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http://www.encyclo.co.uk/local/20447
The percentage return over the T-year period an investment is held.
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http://www.encyclo.co.uk/local/22402
The difference between the return on a stock-index mutual fund and the performance of the stock index
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http://www.encyclo.co.uk/visitor-contributions.php
No exact match found.
