Add Yahoo as a preferred source to see more of our stories on Google. Investors who study their index funds closely eventually learn of tracking error -- the ...
Tracking errors in a way that makes them manageable is one of the most painstaking tasks for developers. In the past, we had to rebuild error tracking for every ...
So what use is a low TE if that means tracking a benchmark with volatile returns? Table 2 shows the standard deviation (absolute volatility) of the benchmark and, for good measure, the median manager.