Contribution To Tracking Error
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Tracking Error Interpretation
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Fund of FundsEmerging ManagersSales & Marketing ManagersDatabase & RFP ManagersInvestors & PensionsEndowments & FoundationsSovereign Wealth FundsFamily OfficesInsuranceFinancial AdvisorsProductsGlobal DatabaseAnalyticsOmniAdvantageAsset FlowsHoldings AnalysisScorecardTopQSmartVisionResourcesBlogProduct OverviewsResearch ReportsTop Database RankingsIndicesInfographicsInvestment Statistics GuideWebinarsPlaybookseBooksWhitepapersCase
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StudiesVideosSurvey ResultsNews & EventsMedia CoveragePress ReleasesEventsPress KitAwards and HonorsSocial MediaAboutCompanyLeadership ex ante tracking error TeamCareersOur ClientsGlobal Firms Choose eVestmentMaking Smart Money SmarterAcquisitionsOur PartnersContactSupportPerTrac SupportTopQ SupportLocations eVestment Guide To Investment Statistics tracking error formula The eVestment Guide to Investment Statistics will assist you in gaining a better understanding of how to derive meaningful conclusions from investment statistics. Download the Full http://www.cfapubs.org/doi/pdf/10.2469/dig.v35.n1.1627 Investment Statistics Guide PDF Marginal Contribution to Risk (MCTR) / Marginal Contribution to Expected Tail Loss (MCETL) – These statistics show how much additional risk would be added to the portfolio if an additional 1% were to be invested in that specific manager. If the measure is positive for a portfolio fund, https://www.evestment.com/resources/investment-statistics-guide/marginal-contribution-to-risk-mctr-marginal-contribution-to-expected-tail-loss-mcetl increasing the allocation by 1% to that fund would increase the portfolio's risk. If the measure is negative, increasing the allocation by 1% to that fund would decrease the portfolio's risk. Therefore, a negative MCTR/MCETL is a preferred characteristic for an investment. MCTR uses Standard Deviation as the risk measure; MC ETL uses Expected Tail Loss. SolutionsInvestment ConsultantsAsset ManagersHedge Funds & CTAsPrivate Equity Fund ManagersMulti-Managers & Fund of FundsEmerging ManagersSales & Marketing ManagersDatabase & RFP ManagersInvestors & PensionsEndowments & FoundationsSovereign Wealth FundsFamily OfficesInsuranceFinancial Advisors ProductsGlobal DatabaseAnalyticsOmniAdvantageAsset FlowsHoldings AnalysisScorecardTopQSmartVision ResourcesBlogProduct OverviewsResearch ReportsTop Database RankingsIndicesInfographicsInvestment Statistics GuideWebinarsPlaybookseBooksWhitepapersCase StudiesVideosSurvey Results News & EventsMedia CoveragePress ReleasesEventsPress KitAwards and HonorsSocial Media AboutCompanyLeadership TeamCareersOur ClientsGlobal Firms Choose eVestmentMaking Smart Money SmarterAcquisitionsOur Partners ContactSupportPerTrac SupportTopQ SupportLocations North America +1 877 769 2388 Europe +44 (0) 207 651 0800 Australia +61 (0) 2 8211 2717 Asia +852 2293 2390 Dubai +971 561380679 info@evestment.com Get Connected Partners Submit My Data Legal Third Party Ven
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