元大風險管理e學苑| 其它績效評估指標 其中，超額報酬被定義為投資組合的投資報酬率與同期的無風險報酬率之差，並以投資組合的系統風險β作為績效調整的參數。 衡量公式. Treynor Ratio計算公式為：
跟蹤誤差- MBA智库百科 2012年8月6日 ... 跟蹤誤差(Tracking Error)跟蹤誤差是指組合收益率與基準收益率(大盤指數收益率) 之間的差異的收益率標準差，反映了基金管理的風險。Ronaldj．
Information ratio - Wikipedia, the free encyclopedia The information ratio is similar to the Sharpe ratio but, whereas the Sharpe ratio is the 'excess' return of an asset over the return of a risk free asset divided by the variability or standard deviation of returns, the information ratio is the 'active' r
Tracking Error Definition & Example | Investing Answers Home » Financial Dictionary » Mutual Funds Etfs ... Tracking error is the difference between a portfolio's returns and the benchmark or index it was meant to ...
Tracking error - Wikipedia, the free encyclopedia In finance, tracking error is a measure of how closely a portfolio follows the index to which it is benchmarked. The best measure is the standard deviation of the ...
跟踪误差_百度百科 目录. 1概念. 2计算公式. 3运动控制系统中的跟踪误差 ... 2计算公式编辑. (1)跟踪偏离度(Tracking Difference). TDti = Rti- ... (2)跟踪误差(Tracking Error). 其中TEi表示 ...
TRACKING ERROR - NSE Tracking Error. Tracking error is defined as the annualised standard deviation of the difference in returns.
Tracking error - Wikipedia, the free encyclopedia In finance, tracking error is a measure of how closely a portfolio follows the index to which it is ...
跟蹤誤差 - MBA智库百科 (2)跟蹤誤差( Tracking Error) 其中 TE i 表示基金i的跟蹤誤差；TD i 表示基金i的跟蹤偏離度的樣本均值；n為 ... TE的 ...
Tracking error - MBA智库百科 Tracking error可能是指：*投資術語 -- 追蹤誤差( Tracking Error)：積極收益的標準差。*基金術語 -- 跟蹤誤差( ...
