Tracking difference formula 相關文章
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Calculation: Tracking error is calculated by determining the standard deviation of the Difference between the fund retur...
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2019年11月14日 — The Tracking Difference (TD) is a better indicator of the actual cost of holding an ETF. Though useful, ...
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Mathematically, it is calculated as the annualised standard deviation of the difference in returns between the passive f...
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Tracking Error = P – B, where P stands for portfolio returns and B stands for benchmark returns. Let's understand this w...
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Tracking Error = Standard Deviation of (P - B). Where P is portfolio return and B is benchmark return. From an ...
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Tracking error is the annualized standard deviation of daily return differences between the total return performance of ...
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The tracking difference, which can be either positive or negative, indicates how well a fund has outperformed or underpe...
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跟蹤誤差的計算公式. (1)跟蹤偏離度(Tracking Difference). TDti = Rti − Rtm. 其中TDti表示基金i在時間t內的跟蹤偏離度;Rti為基金i在時間t內的凈值增長率;Rtm為 ...
Tracking difference formula 參考影音
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