tracking error formula

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sickel2's picture

Anyone remember this formula for tracking error:

TE = ([( BETA portfolio - BETA market) * VARIANCE market] + PORTFOLIO residual standard deviation)^(1/2)

?

If not, then it’s more past crap no longer in L 3 curiculum.

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comp_sci_kid's picture

PAST CRAP

Iwona pass's picture

thank god, I dont think my poor pee brain could remember one more formula…

CFA_Halifax's picture

Cool…this one had me freaked.

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