Bond Tracking Error
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Tracking Error Formula
is when you do the following: 1. Reinvest funds from a mature security tracking error interpretation ... Read More » Latest Videos Why Create a Financial Plan? John McAfee on the IoT & tracking error information ratio Secure Smartphones Guides Stock Basics Economics Basics Options Basics Exam Prep Series 7 Exam CFA Level 1 Series 65 Exam Simulator Stock Simulator Trade with
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a starting balance of $100,000 and zero risk! FX Trader Trade the Forex market risk free using our free Forex trading simulator. Advisor Insights Newsletters Site Log In Advisor Insights Log In Tracking Error Loading the player... What is a 'Tracking Error' Tracking error is the divergence between the price behavior of
Annualized Tracking Error
a position or a portfolio and the price behavior of a benchmark. This is often in the context of a hedge or mutual fund that did not work as effectively as intended, creating an unexpected profit or loss instead.Tracking error is reported as a standard deviation percentage difference, which reports the difference between the return an investor receives and that of the benchmark he was attempting to imitate. BREAKING DOWN 'Tracking Error' Since portfolio risk is often measured against a benchmark, tracking error is a commonly used metric to gauge how well an investment is performing. Tracking error shows an investment's consistency versus a benchmark over a given period of time. Even portfolios that are perfectly indexed against a benchmark behave differently than the benchmark, even though this difference on a day-to-day, quarter-to-quarter or year-to-year basis may be ever so slight. Tracking error is used to quantify this difference.Calculation of Tracking ErrorTracking error is the standard deviation of the difference between the returns of an investment and its benchmark. Given a sequence of returns for an investment or portfolio and its benchmark, tracking error is c
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Ratings Highest-Rated Value Highest-Rated Growth Highest-Rated Large-Cap Highest-Rated Mid-Cap Highest-Rated Small-Cap Foreign Fund Standouts Star Rating tracking error volatility Performance Rating Methodology Fund Performance Top 1-Month Performers Top YTD Performers Top 1-Year Performers Top 3-Year Performers Top 5-Year Performers Fund Category Returns Biggest Daily NAV Changes http://www.investopedia.com/terms/t/trackingerror.asp Closed-End Funds Exchange-Traded Funds Quarterly Market Outlook Fund Screeners Basic Screeners Fund Screener Long-Term Winners Solid Small-Growth Funds Conservative Bond Funds Premium Screeners Premium Fund Screener Index Funds Hidden Gems Lower-Risk Foreign Funds Video Center # A B C D E F G H I J K L M N O P Q R http://www.morningstar.com/InvGlossary/tracking_error_definition_what_is.aspx S T U V W X Y Z E-mail Article | Print Article | digg it | Del.icio.us http%3a%2f%2fwww.morningstar.com%2fInvGlossary%2fGlossary.aspx%3fterm%3dtracking_error_definition_what_is Tracking Error When using an indexing or any other benchmarking strategy, the amount by which the performance of the portfolio differed from that of the benchmark. In reality, no indexing strategy can perfectly match the performance of the index or benchmark, and the tracking error quantifies the degree to which the strategy differed from the index or benchmark. Sponsors Center Sponsored Links Related Tracking Error Terms 52-Week Range American Stock Exchange Annual High Annual Low Ask Price Related Tracking Error Content The Best New ETFs of 2007 Three Fund Picks with Something Extra A Better Way to Measure Fund Performance? Three Questions to Ask Your Index Fund Related Tracking Error Tools Investment Radar Portfolio Manager Stock Screener Site Directory Site Map Our Products Corrections Help Advertising Opportunities Licensing Opportunities Glossary RSS Mobile Portfolio Affiliate Careers Company News International
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