Sentences with phrase «measuring tracking error»

Not exact matches

Tracking Error: A measure of the consistency or volatility (standard deviation) of excess returns relative to a benchmark.

Keynes outperformance did not come without commensurate risk (that is, if you measure risk as preforming differently to market benchmark): The tracking error was 13.9 %, reflecting high levels of concentration.

While some research was previously done by his and other groups on a smaller scale, «This is the first real description of a method that could be used broadly across a range of conditions to operationally measure diagnostic errors and associated bad outcomes so that we can track our performance and see whether our interventions are making a difference,» Newman - Toker says.

A new restoration gives the film new life and makes its technical mastery that much more apparent, with a new 7.1 lossless audio track that fixes most of the errors in the previous stereo remix and even includes a bolstered, lossless version of the original mono for good measure.

In addition to tracking student errors in the second and third columns, assessment items in the first column should be aligned with the expectations of the standard being measured.

One such method, tracking error volatility, measures the standard deviation of the difference between a manager's returns and the index returns.

In most cases, tracking error is measured by comparing the index return to the fund's NAV.

Many metrics in current use (e.g. Sharpe Ratio, tracking error, information ratio) compare a unit of return to a unit of portfolio volatility, measured either on an absolute basis or relative to a benchmark.

Consistent with this, we primarily view risk as not meeting this objective, rather than measures of volatility (or tracking error).

The most useful measure of an index fund's performance is its tracking error, or the difference between the returns of the index and the actual return achieved by the fund.

The measure of success, then, is low tracking error.

I like to think of tracking error as the most complete measure of an index fund's cost.

Since portfolio risk is often measured against a benchmark, tracking error is a commonly used metric to gauge how well an investment is performing.

(Tracking error is a measure of how well an ETP matches its underlying index.)

Tracking error, which is often referred to as the active risk of the portfolio, measures how closely a manager's returns track the returns of a benchmark index.

Specifically, tracking error measures the standard deviation of the excess returns a portfolio generates compared to its benchmark.

Tracking error — the difference between the performance of a fund and that of its benchmark — is the best way to measure an index fund's true cost.

Investors should start by measuring excess return and tracking error when gauging an index fund's ability to track its index.

Standard deviation does not measure it; beta doesn't measure it; tracking error doesn't measure it.

In the case of the variability of u 700 being due to the variability of the barotropic wind component Doppler correction would be eliminating a systematic error of the storm track measure.

Moreover, we have observing systems in place that nominally can measure the major storage and flux terms, but due to errors and uncertainty it remains a challenge to track anomalies with confidence.

ING US Financial Services (Atlanta, GA) 5/2006 — 2/2009 Six Sigma Black Belt • Responsible for identifying, defining, and implementing continuous improvement (Six Sigma) projects • Communicated quality management tools and methodologies to project teams • Established and directed process improvement group reporting process • Cut annual process budget by 20 % by reducing testing / production errors through process standardization • Saved $ 350K of annual business contract production costs through vendor consolidation and elimination of manual product assembly • Identified $ 2 million in potential annual savings by developing a check processing distribution strategy • Reduced annual expenses by $ 1.7 million through cost avoidance by optimal vendor selection processes • Minimized business risk and legal mitigations by tracking / confirming contract delivery to clients and standardizing marketing forms practices and control measures • Mentored Green Belts and team members on their roles and responsibilities

Absorbed in the task: Personality measures predict engagement during task performance as tracked by error negativity and asymmetrical frontal activity.