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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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