Tracking error tells the difference between the performance of a stock or
Calculating a bond fund's tracking error has been a traditional risk management tool among corporate bond portfolio managers. The measure ...
Tracking error is formally defined as the standard deviation of the difference between the returns of the portfolio and the returns of the benchmark ...
Tracking error is often measured as the annualized volatility of the daily return differences. One reason it may differ from our measure (using ...
It drives negative tracking error and eats into investor returns. Yet the costs associated with portfolio turnover are not disclosed by sponsors of ...
Tracking error, an often-ignored pitfall in index funds, looms large in high-yield bond ETFs.
Abstract This study examines the tracking performance of 31 eurozone sovereign debt exchange traded index funds (ETFs) during 2007–2010.
Some indexes (especially bond indexes) have thousands of securities in ...
This paper examines the existence and determinants of tracking errors for 2 bond exchange traded funds (ETFs) and 2 mutual funds that track ...
Tracking error varies over the market cycle and can be influenced by external factors, such as the volatility we experienced as a consequence of ...