Statistical tracking error(redirected from Statistical Tracking Errors)
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.
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Statistical Tracking Error
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.
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