Passive funds aim to mirror their benchmark indexes as closely as possible, making every basis point matter. But perfect tracking is a fantasy. While investors can expect index funds to mimic their ...
Tracking error, the amount by which an ETF’s returns deviate from its benchmark index, is a fact of life and an often ignored fact at that. In some instances, a ...
The degree to which the performance of an investment or portfolio diverges from that of the index or any other benchmark it is attempting to mirror. This is measured by the standard deviation between ...
CalPERS' board is expected to decide in September whether to remove alternative investments from its tracking-error calculation used to control risk. Deciding to do ...
Over 60% of firms admit that data reconciliation errors impact the accuracy of their portfolio valuations. 53% state that daily tracking of assets and exposures occur with errors. NEW YORK--(BUSINESS ...
Research has shown that adding constraints to total portfolio volatility can substantially improve the performance of managed portfolios. Although other work has ...
Jason Fernando is a professional investor and writer who enjoys tackling and communicating complex business and financial problems. Andy Smith is a Certified Financial Planner (CFP®), licensed realtor ...
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MicroStrategy ETFs Face Tracking Error Because Of Volatility: Here Are The Potential Risks Investors Face
Sharp deviations have been witnessed in the exchange-traded funds tracking Michael Saylor‘s MicroStrategy Inc. (NASDAQ:MSTR), likely stemming from the exposure to its volatile swaps and options. What ...
Tracking error, the amount by which an ETF's returns deviate from its benchmark index, is a fact of life and an often ignored fact at that. In some instances, a high ...
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