Tracking error formula：Information Ratio (IR) Definition
Information Ratio (IR) Definition
What Is the Information Ratio (IR)?
Thetrackingerrorisoftencalculatedbyusingthestandarddeviationofthedifferenceinreturnsbetweenaportfolioandthebenchmarkindex.Standard ...。其他文章還包含有：「Trackingerror」、「TrackingError」、「TrackingError-Definition」、「TrackingError-Formula」、「TrackingErrorDefinition」、「TrackingErrorFormula」、「TrackingErrorFormula」、「WhatisTrackingErrorandHowtoCalculateit?」、「WhatisTrackingError?」
查看更多 離開網站WhatIstheInformationRatio(IR)?Theinformationratio(IR)isameasurementofportfolioreturnsbeyondthereturnsofabenchmark[1],usuallyanindex,comparedtothevolatilityofthosereturns.Thebenchmarkusedistypicallyanindexthatrepresentsthemarketoraparticularsectororindustry.TheIRisoftenusedasameasureofaportfoliomanagerslevelofskillandabilitytogenerateexcessreturnsrelativetoabenchmark,butitalsoattemptstoidentifytheconsistencyoftheperformancebyincorporatingatrackingerror,orstandarddeviationcomponentintothecalcu...
Tracking error
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In finance, tracking error or active risk is a measure of the risk in an investment portfolio that is due to active management decisions made by the ...
Tracking Error
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Typically, tracking error explains the difference between the price behaviour of an index or benchmark and the position of an investment portfolio.
Tracking Error - Definition
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Tracking error is a measure of financial performance that determines the difference between the return fluctuations of an investment ...
Tracking Error - Formula
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Tracking Error = P – B, where P stands for portfolio returns and B stands for benchmark returns. Let's understand this with an example. Tracking Error Example.
Tracking Error Definition
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Tracking Error Formula
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Tracking Error measures the consistency of an investment or portfolio's performance compared to a benchmark index, indicating the degree of deviation in returns ...
Tracking Error Formula
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The simple way to calculate tracking error is to take the fund's performance and subtract the benchmark index performance. If a benchmark index ...
What is Tracking Error and How to Calculate it?
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Tracking error is the relative risk of a portfolio compared to its benchmark · It is used in reference of a mutual fund, hedge fund or an exchange traded fund.
What is Tracking Error?
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Tracking error is the difference between a fund's performance and its underlying or benchmark index. There are two ways to find tracking error -- the simple, ...