The iShares Semiconductor ETF tracks semiconductor sector performance with major holdings like Broadcom, Nvidia, and AMD. SOXX has underperformed its benchmark, has a ...

In the month of June, the market price of iShares MSCI Emerging Markets( EEM) had a volatility that was 27% greater than its index and an annualized tracking error of ...

"Some index funds rely on sampling to save on trading costs," Criscuolo says. "Sampling can introduce tracking error, positive or negative, into a fund's performance. Similarly, funds that track ...

Equity factor strategies have experienced performance challenges relative to cap-weighted indexes since the COVID-19-induced market crash of 2020. In cap-weighted indexes, companies with higher market ...

Low volatility is a widely follow investment factor and it can be argued that in the nearly five years since the PowerShares S&P 500 Low Volatility Portfolio (PowerShares Exchange-Traded Fund Trust II ...

CalPERS' board is expected to decide in September whether to remove alternative investments from its tracking-error calculation used to control risk. Deciding to do ...

Christine Benz: Hi, I'm Christine Benz for Morningstar.com. What is tracking error, and what information does it yield about mutual funds? Joining me to discuss that topic is Russ Kinnel. He is ...

Tracking Difference and Tracking Error, Explained What Contributes to ETF Tracking Difference and Tracking Error? Evaluate How Well Passive Funds Track an Index Passive funds aim to mirror their ...

Investors who study their index funds closely eventually learn of tracking error – the difference between the fund's performance and that of the underlying index it ...

Research has shown that adding constraints to total portfolio volatility can substantially improve the performance of managed portfolios. Although other work has ...