同学你好, rolling tracking difference是一个移动平均的概念,相当于daily difference的的不断移动的均值。通过rolling能看到这个ETF这一段时间不断演进的表现。 以上的这些特点和信息都是仅看静态的daily difference体现不出来的。 --- tracking error是标准差的概念,它的年化基于平方根法则。但这个考点对于计算没有要...
它通常用来衡量一个管理投资组合(如指数基金或ETF)与其跟踪的基准指数之间的偏离程度。 重要性 对于指数基金和ETF管理者来说,低跟踪误差是关键,因为这些基金的目标是尽可能精确地复制其基准指数。 对于投资者,跟踪误差是衡量基金管理者执行其被动投资策略能力的一个重要指标。较低的跟踪误差表明基金与其基准指数更一致,...
(the MSCI EAFE ETF) is expected to have the highest tracking error.Higher expense ratios(XIU: 0.18%; SPY: 0.10%; and EFA: 0.33%) alsocontribute to lower excess returns and higher tracking error, which implies that EFA has the highest expected tracking erro...
tracking error 美 英 un.跟踪误差;随纹误差 网络追踪误差 英汉 网络释义 un. 1. 跟踪误差 2. 随纹误差 释义: 全部,跟踪误差,随纹误差,追踪误差
By doing the simple homework suggested above, you can make sure that an ETF index fund tracks its target index as advertised, and you will stand a good chance of avoiding a tracking error that might adversely affect your returns in the future....
Exchange traded funds (ETF) are one of the recent financial innovations widely viewed as significantly better investments than mutual funds given their lower fee structure and tax efficiency. Individual investors are increasingly using ETFs tracking most popular stock indices to achieve their investment ...
The ETF attractions include lower costs, easier access, increased liquidity, and fairness in pricing and trading. But some of their virtues may conflict with other features of the instrument, introducing tracking error. Buying or selling a basket of positions with one trade is always cheaper than...
Tracking errorCountry-specific ETFsThe goal of this study is to determine which fund or country-specific characteristics predict accurate performance in terms of tracking country-specific stock market indices. Ninety-three country-specific exchange-traded funds from 47 different countries are included in ...
Sector,international, anddividend ETFstend to have higher absolute tracking errors; broad-based equity andbond ETFstend to have lower ones.Management expense ratios(MER) are the most prominent cause of tracking error and there tends to be a direct correlation between the size of the MER and trac...
For funds replicating benchmark multiples, such as leveraged ETFs, we identify the strategies that optimally trade off alpha against tracking error, and ... P Guasoni,E Mayerhofer - 《Mathematical Finance》 被引量: 15发表: 2014年 Impact of leveraged ETF trading on the market quality of compon...