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Tracking Error Calculate the weekly and annualized tracking error for the following portfolio. Week Portfolio Return Benchmark Return 1/2/17 0.517% 0.489% 1/9/17 0.345% 0.378% 1/16/17
Tracking Error | |||
Calculate the weekly and annualized tracking error for the following portfolio. | |||
Week | Portfolio Return | Benchmark Return | |
1/2/17 | 0.517% | 0.489% | |
1/9/17 | 0.345% | 0.378% | |
1/16/17 | 0.217% | 0.146% | |
1/23/17 | 0.783% | 0.698% | |
1/30/17 | -0.260% | -0.350% | |
2/6/17 | 0.113% | -0.003% | |
2/13/17 | -0.304% | -0.455% | |
2/20/17 | 0.686% | 0.677% | |
2/27/17 | 0.569% | 0.675% | |
3/6/17 | 0.433% | 0.421% | |
3/13/17 | -0.235% | -0.258% | |
3/20/17 | -1.247% | -1.137% | |
3/27/17 | 0.686% | 0.667% | |
4/3/17 | 0.982% | 0.852% | |
4/10/17 | -1.321% | -1.220% | |
4/17/17 | 0.761% | 0.837% | |
4/24/17 | 0.219% | 0.133% | |
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