Sentences with phrase «tracking errors of»

Last year, 54 ETFs showed tracking errors of more than three percentage points, up from just four funds the prior year.

@Viscount: A big reason is the terrible tracking errors of the CAD - hedged ETFs.

You may visit this link to know more about AUM, Trading Data, Expense Ratios and Tracking Errors of ETFs and Index Funds.

A recent article from InvestmentNews indicates that the tracking errors of exchanged - traded products (ETPs) are on the rise.

Simultaneously, we are interested in comparing tracking errors of the ETFs listed in other countries.

A couple of weeks ago, I reported on the tracking errors of iShares ETFs in 2011, which were mostly very low.

The final 2010 reports appeared earlier this month, and I looked up the tracking errors of most major index funds and ETFs.

One of the criteria of our selection process is the tracking error of the ETFs.

Since its launch in March 2012, the S&P GIVI Japan has outperformed its benchmark, the S&P Japan BMI, by 1.17 % per year, with a tracking error of 2.42 %.

One of the criteria of our selection process is the tracking error of the ETFs.

The tracking error of TDB904 over TDB952 was better but still very high at 1.63 %.

EEM had a positive tracking error of 3.62 % over the one year period to March 31, 2009; 0.66 % over 5 years and 0.73 % since inception.

The table below shows the tracking error of Canadian bond and commodity ETFs in 2010.

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

The table below shows the tracking error of Canadian equity ETFs and index funds in -LSB-...]

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.

As an investor, I know that the tracking error of — 0.50 % is identical to the ETF's fee, which means the fund was managed almost perfectly.

The iShares DEX All Corporate Bond (XCB) did quite well in 2012 with a tracking error of 52 basis points and an MER of 0.44 %.

Indeed, the CPMS data do not include investing costs or tracking error of any kind, and they assume that all recommendations are implemented instantly.

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 %.

If we must regularly assess performance, let's focus on performance relative to expectation distributions, such as a strategy's tracking error of returns relative to its benchmark.

In the most extreme scenario, in the three - year period ending January 2001, two of the strategies — operating profits to price and dividends - plus - buybacks to price — exhibited a tracking error of returns to one another of nearly 9 %.

Evaluating the past tracking error of a portfolio manager may provide insight into the level of benchmark risk control the manager may demonstrate in the future.

We also need to look at a few other things that will also affect a fund's performance over time, such as tracking error of the fund's underlying index and trading volume which will be reflected in spread.

It seems that comparing tracking error of index ETFs to their MERs is a good way to see if there are any hidden drags on returns.

XIN shows an annualized tracking error of 1.30 %, which is lower than the tracking error shown by XSP but still wide enough to suggest that currency hedging is highly likely to be unprofitable.

The results are consistent with our earlier analysis of the tracking error of XSP.

Is there something inherent about the makeup of the GLD ETF that would make it susceptible to significant tracking error of the physical metal price?

For instance TD US Index (US$) e-Series Fund (TDB952) also has a tracking error of 0.5 % (2007) and 1.06 % (2006).

The experiment results show that surface quality and tracking error of variable spindle speed noncircular turning are better than constant speed machining.

On researching the principles of AM signal modulation, two novel coherent and non-coherent software demodulation methods for AM tracking error of GCS were devised with mixed programming of LabWindows and MatLab.

It managed this active return with a market tracking error volatility of only 5.9 %, realizing an information ratio of 0.63, much higher than the information ratio of 0.42 realized on the tracking error of the unconditional long - only value strategy.

If the US dollar falls by 3 % during the same time period, the fund will have a tracking error of +0.09 %.

A tracking error of a factor investment vehicle is in reference to the theoretical index of this vehicle and not to the market benchmark.

Experimental results on different types of reference inputs indicate that the proposed control schemes may suppress the tracking error of the piezo - actuated system effectively.

Even when the Canadian dollar appreciates strongly, the high tracking error of currency - hedged funds often reduces any potential benefit.

Have you looked at the tracking error of XIN?

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.

One recent study estimated that currency effects would have resulted in a tracking error of 40 basis points in the 1980 to 2009 time period.

However due to the tracking error of traditional currency - hedged funds I do think that HXS is an intriguing option for those who want to hedge their exposure to the US dollar (I don't, myself).

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.

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.

From 2003 to 2012, the underlying indices had a monthly tracking error of 0.407 %.

From 2003 to 2012, these two indices had a monthly tracking error of 0.325 %.

(For more, see: How can I calculate the tracking error of an ETF or indexed mutual fund.)

Looking back over more than 10 years, fossil free portfolios would have had a tracking error of less than 1 % (Compared with the average tracking error of active managers, 5 %)

Not exact matches

At an average cost of about $ 125 per month, eRestaurant tracks the amount of food lost to waste, portioning errors and theft.

This may not be a huge deal just yet but eventually, there is bound to be tracking error from the underlying index that most investors are likely unaware of.

The return of an index ETP is usually different from that of the index it tracks because of fees, expenses, and tracking error.

This may cause the fund to experience tracking errors relative to performance of the index.