计算步骤

问题如下：

A high net worth investor is monitoring the performance of an index tracking fund in which she has invested. The performance figures of the fund and the benchmark portfolio are summarized in the table below:

What is the tracking error volatility of the fund over this period?

选项：

A.

0.09%

B.

1.10%

C.

3.05%

D.

4.09%

解释：

Relative risk measures risk relative to a benchmark index, and measures it in terms of tracking error or deviation from the index.

We need to calculate the standard deviation (square root of the variance) of the series:

{0.08, 0.04, 0.02, 0.01, 0.005}

Perform the calculation by computing the difference of each data point from the mean, square the result of each, take the average of those values, and then take the square root. This is equal to 3.04%

相对风险是度量相对于基准指数的风险，并根据跟踪误差或偏离指数来度量风险。
我们需要计算这个序列的标准差(方差的平方根):
{0.08, 0.04, 0.02, 0.01, 0.005}
通过计算每个数据点与平均值的差值来执行计算，对每个数据点的结果进行平方，取这些值的平均值，然后取平方根。其等于3.04%