The article discusses the tracking error for index funds and exchange-traded funds (ETFs), which measures how much a portfolio differs from the index it is trying to match, and looks at how tracking error is measured, the significance of tracking error, and where to find information on funds...
指数基金的跟踪误差分析及基于跟踪误差的绩效评价Tracking Error Analysis of Index Fund and Performance Evaluation Based on Tracking Error 中图分类号: 学校代码: 10055 UDC: 密级: 公开 靠恐天秀 硕士学位论文 指数基金的跟踪误差分析及基于跟踪误差的绩效评价 indexfundand of errorof performance tracking ...
Most of the time, the tracking error of an index fund is small, perhaps only a few tenths of one percent. However, a variety of factors can sometimes conspire to open a gap of several percentage points between the index fund and its target index. In order to avoid such an unwelcome sur...
The volatility of daily returns for ETFs is lower than the volatility of daily returns of their underlying index and that of corresponding index funds during the entire sample period. 展开 关键词: exchange traded funds correlation financial integration tracking error international investing ...
Among large cap funds, Navi Nifty 50 Index Fund has the lowest tracking error of 0.01% among large cap index funds followed by Navi Nifty Next 50 Index Fund with tracking error of 0.02%. In the midcap space, Navi Nifty Midcap 150 Index Fund has the lowest tracking error of ...
The article discusses the tracking error for index funds and exchange-traded funds (ETFs), which measures how much a portfolio differs from the index it is trying to match, and looks at how tracking error is measured, the significance of tracking error, and where to find information on funds...
Factors That Can Affect a Tracking Error Thenet asset value(NAV) of an index fund is naturally inclined toward being lower than its benchmark because funds have fees, whereas an index does not. A highexpense ratiofor a fund can have a significantly negative impact on the fund's performance...
An excessive deviation between aninvestmentorportfolioand somebenchmark. It is commonly used with respect tomutual funds,hedges, or otherinvestment vehiclesdesigned to track someindexor other benchmark. If the portfolio'sperformancefalls short of the benchmark, especially by a large amount, there is...
of the benchmark index and delivering the promised return. Unlike price deviations (as discussed in chapter 5), which are typically expected to be within the arbitrage bounds given the creation/redemption process of ETFs, any deviations of the returns on NAV from those of their underlying bench...
双语例句 At first, we analyze sample index funds' historical risk levels as well as their risk structure by means of decomposition of tracking error variance. 首先,对样本指数基金的跟踪误差方差进行分解,分析其历史风险水平;然后,引入压力测试,预测样本指数基金未来的风险水平。 youdao 更多双语例句 ...