Furthermore, it also gives the value of tracking error and portfolio volatility for a fixed vector of expected (excess) return, so that efficient frontior can be easily generated in excel.

Tracking difference and error indicate how well an index fund follows its intended path. Here's how to avoid common analytical mistakes. Download the report now.

This index fund screener is based on tracking error and returns difference wrt benchmarks (aka tracking difference). It will help users evaluate how ...

Tracking error in exchange traded funds is a factor that should be studied when selecting a fund. This can be a drag on total returns.“Before we even consider an ...