Tracking error
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 portfolio manager; it indicates 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. Dividing portfolio active return by portfolio tracking error gives the information ratio, which is a risk adjusted performance measure.
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Tracking error
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 portfolio manager; it indicates 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. Dividing portfolio active return by portfolio tracking error gives the information ratio, which is a risk adjusted performance measure.
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Aktiv risk, (eng tracking erro ...... är antalet observationer, och
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Der Nachbildungsfehler (englis ...... rt zum Vergleich herangezogen.
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En la gestión de carteras de i ...... álisis que no aportaría valor.
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In finance, tracking error or ...... adjusted performance measure.
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La tracking error ou l'erreur ...... ence.
* Portail de la finance
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Si indica con tracking error l ...... mente l'andamento dell'indice.
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Tracking error is een in het v ...... ntwikkeling van een benchmark.
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Aktiv risk, (eng tracking erro ...... iva avkastningen vilket ges av
@sv
Der Nachbildungsfehler (englis ...... Wertentwicklung der Benchmark.
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En la gestión de carteras de i ...... ra se separe de la referencia.
@es
In finance, tracking error or ...... adjusted performance measure.
@en
La tracking error ou l'erreur ...... ence.
* Portail de la finance
@fr
Si indica con tracking error l ...... mente l'andamento dell'indice.
@it
Tracking error is een in het v ...... ntwikkeling van een benchmark.
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Aktiv risk
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Nachbildungsfehler
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Tracking error
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Tracking error
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Tracking error
@fr
Tracking error
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Tracking error
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