Tracking error, the amount by which an ETF's returns deviate from its benchmark index, is a fact of life and an often ignored fact at that. In some instances, a high ...

CalPERS' board is expected to decide in September whether to remove alternative investments from its tracking-error calculation used to control risk. Deciding to do ...

While holding the entire index portfolio should theoretically minimize tracking error, the transaction costs from buying and selling all of the securities can ultimately detract from tracking ...

Tracking error is the difference between an index fund’s returns and its benchmark index. How Is MSTR Impacting ETFs? MicroStrategy, the largest corporate holder of ...

The wrong assumptions are being made about fund managers and their approach to risk by those using tracking error, according to Russell Investments’ portfolio manager, Scott Bennett. Speaking at the ...

Tracking errors in a way that makes them manageable is one of the most painstaking tasks for developers. In the past, we had to rebuild error tracking for every ...

Equity factor strategies have experienced performance challenges relative to cap-weighted indexes since the COVID-19-induced market crash of 2020. In cap-weighted indexes, companies with higher market ...