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Investment

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

CFAACCAFRM

Who Needs to Know This Term?

  • Financial Analysts
  • Bankers
  • Traders

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Frequently Asked Questions

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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