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 ...
The funds include three bond funds structured across three bond maturity levels: short, intermediate, and long term bonds. In addition to these ...
Consequently, it also impacted the tracking error of fixed income index funds. But tracking errors have historically risen temporarily during ...
EXCHANGE-TRADED funds that track indexes may sound like
looks at the volatility in the difference of performance between the fund and its index.
Our analysis uses tracking error to provide a quantitative measure of
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This is an index fund. Return differences each month are very small. The bottom line. Tracking error can be an important ...
This paper examines the existence and determinants of tracking errors for 2 bond exchange traded funds (ETFs) and 2 mutual funds that track ...