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....
Tracking error is thedivergencebetween 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 fund, mutual fund, or exchange-traded fund (ETF) that did not work as effectively as intended, creating an unexpected profit...
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 ...
Tracking error is the annualized difference between standard deviation of the fund and its benchmark. Tracking error measures the extent to which returns of an ETF have deviated from its underlying index. The lowest tracking error in the mid cap ETF category is 0.05% where as for sectoral ETFs...
AN INVESTIGATION OF TRACKING ERRORS OF LEVERAGED AND INVERSE ETFS IN TAIWAN The purpose of this paper is to investigate the tracking error of leveraged and inverse ETFs. Single-day tracking performances of the Taiwan 50 Bull 2X ETF... CH Han,JT Lin - 《Global Journal of Business Research》 ...
Tracking Error(跟踪误差)是一个重要的投资管理术语,特别是在被动管理的投资组合(如指数基金或ETFs)中。这个概念详细阐述如下: 定义 跟踪误差是指投资组合的表现与其基准指数之间的差异。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...
前者的Granger原因;中国ETF基金价格“已实现”波动率序列与两种跟踪误差序列的同期及一、二阶滞后相关性 较高,而跟踪误差滞后于“已实现”波动率;当ETF基金的跟踪误差受外部市场条件的某一冲击后,将给ETF基金 价格“已实现”波动率带来同向的冲击,这一冲击具有一定的持续性和滞后性。 关键词:高频;基金;跟踪误差;...
Q. Compare the efficiency of the ETF and total return swap TAA implementation alternatives from the perspectives of capital commitment, liquidity, and tracking error. 解释:问题如上。。。添加评论 0 0 1 个答案 已采纳答案 lynn_品职助教 · 2023年09月10日 嗨,努力学习的PZer你好: TRS,本来上...
in the three indexes (S&P/TSX 60 has 60, S&P 500 has 506, and MSCI EAFE has 933), EFA (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 exces...
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