Tracking error, the amount by which an ETF's returns deviate from its benchmark index, is a fact of life and an often ignored fact at that. In some instances, a high ...
Tracking difference shows the magnitude of deviations in fund and index performance. Tracking error shows the consistency of tracking performance. Before drawing ...
Advisers today can access more-exotic locales and asset classes than ever before, thanks to exchange-traded funds. The evolution of the ETF universe, however, means ...
CalPERS' board is expected to decide in September whether to remove alternative investments from its tracking-error calculation used to control risk. Deciding to do ...
Research has shown that adding constraints to total portfolio volatility can substantially improve the performance of managed portfolios. Although other work has ...
Jason Fernando is a professional investor and writer who enjoys tackling and communicating complex business and financial problems. Andy Smith is a Certified Financial Planner (CFP®), licensed realtor ...
Tracking error, the amount by which an ETF’s returns deviate from its benchmark index, is a fact of life and an often ignored fact at that. In some instances, a ...