Sentences with phrase «expected tracking error»

The UIT structure requires the investment manager to attempt to fully replicate the underlying index by owning literally every security in the index, thereby limiting the expected tracking error.

That helps explain the larger - than - expected tracking error on foreign equity ETFs.

The actual tracking error of TDB902 averages 0.57 % over the 2004 - 09 period, which is fairly close to the expected tracking error of 0.63 %.

Both TDB909 and TDB900 track their benchmarks reasonably well but the Canadian Bond Index does have a larger than expected tracking error.

Toss in the HST and investors can expect a tracking error of 0.47 % — no more, no less.

If your index fund has an MER of 0.25 %, you should expect its tracking error to be within a basis point or two of that figure.

Not exact matches

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Canadian equities: You should expect a Canadian equity index fund's tracking error to be about as large as its MER — perhaps a few basis points more.

That's a tracking error of 73 basis points, which is much lower than you would expect from a fund that has an MER of 1.07 %, and it closes some of the gap between the Streetwise and TD e-Series funds.

I expect a fund to trail its index by an amount equal to its management fee, but if the tracking error is more than that, then revenue from securities lending might be used to close that gap.

The tracking errors in TD e-Series Funds are not way out of line of what you'd expect when you take into account costs like MERs, withholding taxes, foreign exchange fluctuations and sampling errors.

@moneyxyz: Here's the bottom line: The tracking error in TD e-Series Funds is not way out of line of what you'd expect when you take into account costs like MERs, withholding taxes, foreign exchange fluctuations and sampling errors.

It has a MER of 0.48 % but its tracking error can be expected to be higher due to the drag from withholding taxes on dividends.

The site also includes 11 model portfolios — encompassing expected and historical returns and risk, tracking error, CAPE ratios, inflation expectations, yield curves, GDP growth rates, commodity term structures, and more.

Also, the theoretical tracking error for EFA is expected to be higher than VTI because of withholding taxes on dividends.

The historical and expected alphas for the smart beta strategies, as well as their respective tracking errors, implied by current US valuation levels are shown in the scatterplots in Figure 3.

Abstract: Based on the uncertainty of covariant matrix and value of expected return in risk assets, constraint tracking error for investment portfolio optimization model of VaR in additional transaction costs is constructed in this paper.

This structure typically reduces the cost and tracking error * associated with replicating an index and increases tax efficiency • Tax efficient: HTH is not expected to make taxable distributions • Hedged exposure: Get Canadian currency - hedged ** exposure to the US 7 - 10 year treasury market • Higher compound growth: The reinvestment of index distributions are reflected in HTH's Net Asset Value («NAV»)

We find that a smart beta strategy diversified across factors substantially reduces tracking error relative to the average of the single - factor strategies, and dynamic rebalancing materially increases expected return relative to rebalancing to equal weights.

When you purchase much lower cost index investor funds, then expect to get exchange traded funds (ETF) and mutual fund performance returns that target the underlying index less the much lower costs you pay and a relatively small error in tracking the index.

Therefore investors can expect HXS to display significant tracking errors to the S&P 500 Index (in US$ terms) due to low correlation between equities and currencies.

In contrast, the expected return of a passive strategy is 7.5 % (8 % less 0.5 % in costs) with a narrower variance of outcomes that are largely determined by the tracking error of the underlying ETFs.

When you purchase lowest cost index investing funds, then expect to get ETF and investment fund performance outcomes that target the underlying index minus the low costs you pay and a relatively small error in tracking the index.

Since FTSE stopped classifying South Korea as an emerging market country in 2009, the future tracking error of the indices may be expected to increase.

Some of these metrics, like sleep tracking and heart rate tracking, require a leap of faith on the part of the user, which is to say you can expect a certain margin of error.