Articles tagged “Tracking Error”
7 articles.
- Tracking error in mutual funds
Tracking error is the standard deviation of the difference between a passive mutual fund's returns and its benchmark index's returns over a given period. Covers …
- Tracking error and tracking difference in passive funds
Tracking error measures the volatility of a passive fund's return deviation from its benchmark; tracking difference measures the average return deviation. …
- Tracking error in index funds
Tracking error measures how closely an index fund or ETF replicates the return of its benchmark index. It is the annualised standard deviation of the daily …
- NIFTY 50 index fund
Encyclopedic reference on NIFTY 50 index funds in India: passive replication of the benchmark, low TER, tracking error, SEBI rules, taxation, comparison with …
- Mutual fund vs ETF in India
A factual comparison of open-ended actively managed mutual funds and exchange-traded funds (ETFs) in India, covering structure, cost, liquidity, tracking error, …
- Large-cap fund vs index fund in India
Active large-cap funds vs Nifty 50, Nifty 100 and Sensex index funds: SPIVA India 2024 underperformance data, the TER gap and the SEBI large-cap definition.
- Information ratio in mutual funds
The information ratio measures the consistency of a mutual fund manager's ability to generate active returns (alpha) relative to the active risk taken (tracking …