Sentences with phrase «then tracking error»

If the CAD goes up by exactly the amount that FX forwards suggest it should, then the tracking error should be extremely small, amounting to essentially the transaction costs of FX forwards, which are tiny.

If that's true, then some tracking error is inevitable since currency futures only trade in discrete currency amounts.

If a manager tracks a benchmark closely, then tracking error will be low.

If a manager tracks a benchmark perfectly, then tracking error will be zero.

Not exact matches

The researchers then confirmed that the number of singly paired chromosomes — also called univalents — was higher in older mouse and even human egg cells, indicating that age - related segregation errors could be tracked back to increased numbers of prematurely separated chromosome pairs.

But then there are foreign exchange rate fluctuations, withholding taxes, sampling errors etc. that could make the tracking errors worse (or better).

So..., if the CS$ might appreciate against the US$ over the next year or two (as occurred not too long ago), then XSP would do better in proportion to IVV (notwithstanding the MER and tracking error issues).

Since then, the tracking errors shown by these funds are simply atrocious.

For BMO funds, you can visit the web page for the individual ETF, click the Prices & Performance tab, and then click Tracking Error Chart.

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

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 managers then construct a portfolio that uses the type of constituents of a benchmark (such as style, leverage, momentum or market cap) to create a portfolio that will have a tracking error that closely adheres to the benchmark.

The verdict on currency - hedging then (based on an admittedly short history of just 6 years) is clear: Long - term investors are highly unlikely to profit from hedging their currency exposure because currency effects have to overcome significantly large tracking errors simply to break even.

I'm thinking (and I want to see more data over time) that if you hold these ETFs for a long time then hopefully the tracking errors might balance out and you will end up with a return that reflects the index return minus the MER like XIC did over the 6 years it's been around.

If its supposed to deliver 0.07 % tracking error plus automatically reinvested dividends, then there is a problem because it is constantly trailing the index.

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.

The C$ appreciated at an annualized 1.05 % against the USD but the tracking error of XSP wiped out all of the gains and then some.

If it buys fewer stocks in order to just represent the index, then it can become more vulnerable to tracking error.

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.

And then we will short or we will sell $ 0.90 worth of the stocks we like the least, so we have a 90 long, 90 short, long short overlay on top of the dollar in the S&P, but we do some things to mitigate because obviously if we are going to zig and zag too much, we want to have tracking error but positive tracking error.

I was running well, but then it began to rain, a scray proposition on a track where there is almost zero room for error.

Since then the data seems to track about 1/2 the error band below the best model.

If you would like your modeling result to be taken seriously as a guide to future planning (I don't mean to presume to know your motives), then keep track of the squared prediction error, the sum of the squared prediction errors (CUSUM), and the square root of the mean prediction error (RMSE) over the next 20 years.

When modelers show what criteria each of their models are designed to forecast over what timescales, and within what margin of error, AND their models have shown a track record of reasonably accurately matching observed conditions; then I will believe the model that has demonstrated such performance is worthy of consideration for formation of government policy.

The only change since then is that the evidence for human - caused climate change has become even more overwhelming, though there are still plenty of people who combine global warming denialism (or a long track record of denialism, with no admission of error) with the claim that «nuclear power is the only solution to climate change.»

After uploading an album to OneDrive and then downloading one track to Groove, the rest of that album's tracks will now be downloaded to Groove from OneDrive without a usage rights error

Developed an efficient way to track control errors and then find ways to correct those errors quickly.