Evaluating a past tracking error of a portfolio manager may provide
Our analysis uses tracking error to provide a quantitative measure of
Calculating a bond fund's tracking error has been a traditional risk management tool among corporate bond portfolio managers. The measure ...
Tracking Error is the standard deviation of the difference between the periodic returns of the portfolio and the benchmark. The differences between the periodic ...
Tracking error is formally defined as the standard deviation of the difference between the returns of the portfolio and the returns of the benchmark ...
Our bond index strategy has a track record of generating minimal tracking
Consequently, it also impacted the tracking error of fixed income index funds. But tracking errors have historically risen temporarily during ...
error models exist, from simple equity models which use beta as a primary determinant to more complicated multi-factor fixed income models.
Historical Tracking Error - 3 yr
Consider fixed-income E.T.F.'s. Last year, the Pimco Germany Bond Index fund had a tracking error of minus 1 basis point, or a hundredth of a ...