pt.te: Tracking error
In YRmisc: Y&R Miscellaneous R Functions
Description
Usage
Arguments
Examples
Description
Tracking error, in finance, is a measure of risk in a portfolio that is due to active management
decisions made by the manager. It indicates how closely the portfolio follows the benchmark of choosing.
Usage
1
pt.te(pr,br)
Arguments
pr
:portfolio return
br
:benchmark return
Examples
1
2
3
YRmisc documentation built on March 25, 2020, 5:13 p.m.
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Description Usage Arguments Examples
Description
Tracking error, in finance, is a measure of risk in a portfolio that is due to active management decisions made by the manager. It indicates how closely the portfolio follows the benchmark of choosing.
Usage
1 | pt.te(pr,br)
|
Arguments
pr |
:portfolio return |
br |
:benchmark return |
Examples
1 2 3 |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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