跟踪误差 是什么?
跟踪误差 A measure of the standard deviation of the difference between a portfolio's returns and its benchmark's returns, indicating active management risk.
Source: CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework
How is “跟踪误差” Used in Practice?
低跟踪误差说明投资组合收益紧跟基准,高跟踪误差说明有较多主动管理。
Certification Exam Relevance
Who Needs to Know This Term?
- Financial Analysts
- Bankers
- Traders
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跟踪误差 是什么?
A measure of the standard deviation of the difference between a portfolio's returns and its benchmark's returns, indicating active management risk.
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