Tracking Error in Investment Formulas

Tracking Error is a measure of how closely a portfolio follows the index it is benchmarked against. And is denoted by TE.

Investment formulas that make use of Tracking Error

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What is the Tracking Error?

Tracking Error is a measure of how closely a portfolio follows the index it is benchmarked against.

Can the Tracking Error be negative?

{YesorNo}, the Tracking Error, measured in {OutputVariableMeasurementName} {CanorCannot} be negative.

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