Trackingdifferenceformula

Calculation: Tracking error is calculated by determining the standard deviation of the Difference between the fund returns and the index returns, whereas ...

The tracking difference, which can be either positive or negative, indicates how well a fund has outperformed or underperformed its benchmark index. It's ...

2019年11月14日 — The Tracking Difference (TD) is a better indicator of the actual cost of holding an ETF. Though useful, tracking difference is a tricky metric: ...

Tracking Error = P – B, where P stands for portfolio returns and B stands for benchmark returns. Let's understand this with an example. Tracking Error Example.

跟蹤誤差的計算公式. (1)跟蹤偏離度(Tracking Difference). TDti = Rti − Rtm. 其中TDti表示基金i在時間t內的跟蹤偏離度；Rti為基金i在時間t內的凈值增長率；Rtm為 ...

Tracking error is the annualized standard deviation of daily return differences between the total return performance of the fund and the total return ...

Tracking Error = Standard Deviation of (P - B). Where P is portfolio return and B is benchmark return. From an ...

Mathematically, it is calculated as the annualised standard deviation of the difference in returns between the passive fund and its underlying Index.