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Active riskThe risk (annualized standard deviation) of the active return. Also called the tracking error.
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Active riskThe standard deviation of active returns.Synonyms: tracking risk tracking error Related Terms: Tracking error Tracking risk
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Active riskis the difference between a portfolio’s returns and the benchmark or index it was meant to mimic or beat.
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Active riskTo try to beat the returns of the benchmark the active investment manager must take different investment positions to the benchmark. Where positions are different, risks are also different. The risk t [..]
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Active riskTo try to beat the returns of the benchmark the active investment manager must take different investment positions to the benchmark. Where positions are different, risks are also different. The risk that the manager takes relative to the risk of the benchmark is known as active risk. The higher the level of active risk, the greater the chance that [..]
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Active riskThe risk (annualized standard deviation) of the active return. Also called the tracking error.
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