- Benchmark error
- Use of an inappropriate proxy for the true market portfolio. The New York Times Financial Glossary
Financial and business terms. 2012.
Benchmark error
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Benchmark Error — A situation in which the wrong benchmark is selected in a financial model. This error can create large dispersions in an analyst or academic s data, but can easily be avoided by selecting the most appropriate benchmark at the onset of an analysis … Investment dictionary
benchmark error — Use of an inappropriate proxy for the true market portfolio. Bloomberg Financial Dictionary … Financial and business terms
Abweichung vom Benchmark — Der Tracking Error (kurz TE) ist die Standardabweichung der Differenzrendite zwischen einem Portfolio und einer Benchmark (ausgedrückt in %) über einen bestimmten Beobachtungszeitraum und somit im Speziellen ein Maß für die Abweichung der… … Deutsch Wikipedia
Tracking error — In finance, tracking error is a measure of how closely a portfolio follows the index to which it is benchmarked. It measures the standard deviation of the difference between the portfolio and index returns.Many portfolios are managed to a… … Wikipedia
Tracking Error — Der Tracking Error (kurz TE) ist die Standardabweichung der Differenzrendite zwischen einem Portfolio und einer Benchmark (ausgedrückt in %) über einen bestimmten Beobachtungszeitraum und somit im Speziellen ein Maß für die Abweichung der… … Deutsch Wikipedia
tracking error — Nel contesto di una strategia volta puramente a replicare un indice o un portafoglio di riferimento, senza ricercare una performance differenziale, è la differenza tra il rendimento del portafoglio o del fondo e quello dell indice. Misura la… … Glossario di economia e finanza
Tracking Error — A divergence between the price behavior of 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 … Investment dictionary
tracking error — In an indexing strategy, the standard deviation of the difference between the performance of the benchmark and the replicating portfolio. Bloomberg Financial Dictionary Indicator measuring the volatility of the return on a portfolio relative to… … Financial and business terms
Tracking error — In an indexing strategy, the difference between the performance of the benchmark and the replicating portfolio. The New York Times Financial Glossary … Financial and business terms
statistical tracking error — Used in the context of general equities. Standard deviation of the difference between the portfolio return and the desired investment benchmark return. Bloomberg Financial Dictionary … Financial and business terms
