Question
8. Compute the annual tracking error from the following information (Chapter 25): Portfolio As Portfolio B (Benchmark)s Month return (%) return (%) Jan 2.15 1.65
8. Compute the annual tracking error from the following information (Chapter 25): Portfolio As Portfolio B (Benchmark)s Month return (%) return (%) Jan 2.15 1.65 Feb 0.89 -0.10 Mar 1.15 0.52 Apr -0.47 -0.60 May 1.71 0.65 June 0.10 0.33 July 1.04 2.31 Aug 2.70 1.10 Sep 0.66 1.23 Oct 2.15 2.02 Nov -1.38 -0.61
Dec -0.59 -1.20 In addition, discuss what is meant by a tracking error of a portfolio.
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Managerial Finance
Authors: Alan Parkinson
1st Edition
0750618264, 978-0750618267
