Statistical Tracking Error

0.01 sec.

Statistical tracking error

Used in the context of general equities. Standard deviation of the difference between the portfolio return and the desired investment benchmark return.

One standard deviation from the difference between the return on a portfolio and the return on a benchmark, such as the S&P 500. If the difference varies within that standard deviation, it is not considered cause for concern. For example, it may be attributed to a rounding error in the calculations. See also: Margin of error.

Want to thank TFD for its existence? Tell a friend about us, add a link to this page, add the site to iGoogle, or visit the webmaster's page for free fun content.

?Page tools

Printer friendly
Cite / link

Feedback
Add definition

Mentioned in	?		Financial browser	?		Full browser	?
No references found			Stated conversion price Stated Income Stated maturity Stated Value Statement Statement Analysis Statement Billing Statement of Additional Information Statement of Auditing Standards statement of cash flows Statement of condition Statement of Financial Accounting Standards No. 52 Statement of Financial Accounting Standards No. 8 statement of financial condition statement of financial position Statement of Retained Earnings Statement-of-Cash-Flows Method Statements Static theory of capital structure Stationary Time Series Statism Statist Statistical Arbitrage Statistical inference Statistical Office of the European Community Statistical Tracking Error statute Statute of Frauds statute of limitations statute of repose Statute of Uses Statuten Statutory Accounting Principles Statutory Debt Limit statutory dedication Statutory Employee statutory foreclosure Statutory Investment statutory lien Statutory Merger statutory right of redemption Statutory Surplus Statutory Voting Staying Power STC STD Steady State Steenth Steepening of the yield curve STEER Analysis steering			Statistical similarity Statistical Simulation Statistical Society of Australia, Inc. Statistical Society of Canada Statistical Software Testing Statistical Spare Bandwidth Sharing Statistical static timing analysis statistical table statistical table statistical table statistical table statistical tables Statistical Techniques in Pattern Recognition Statistical Telematic Network and EDI Statistical test Statistical test Statistical test Statistical test Statistical test Statistical Test Case Generator Statistical Test of Hypothesis Statistical Texturing Applied to Battlefield Induced Contaminants Statistical thermodynamics Statistical Time Division Multiplexer statistical time division multiplexing statistical time division multiplexing Statistical Token Analysis Statistical Tolerance Statistical Toll Analysis System Statistical Tool for Extreme Climate Analysis Statistical Tracking Error Statistical Tracking Errors Statistical variable Statistical variable Statistical variable Statistical Vibration Analysis Statistical Victim Statistical Waterfilling Algorithm Statistical weight Statistical Yearbook for Asia and the Pacific Statistical Yearbook of Bangladesh Statistical Yearbook of Jerusalem Statistical Zero Knowledge Statistical, Sampling Inventory Method Statistical, Syntactical and Structural Pattern Recognition Statistical-Based Intrusion Detection statistically statistically statistically statistically statistically based utilization review Statistically Determined Spatial Drift Statistically Improbable Phrase Statistically independent Statistically Planned Incremental Delivery Statistically significant Statistically Unique and Cryptographically Verifiable Statistically Valid Random Sample Statistically-Oriented Matrix Program statistician

Financial Dictionary

Free Tools:	For surfers: Free toolbar & extensions \| Word of the Day \| Help For webmasters: Free content \| Linking \| Lookup box \| Double-click lookup

Disclaimer
All content on this website, including dictionary, thesaurus, literature, geography, and other reference data is for informational purposes only. This information should not be considered complete, up to date, and is not intended to be used in place of a visit, consultation, or advice of a legal, medical, or any other professional.