开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)｜3.2.5(安卓)APP下载

返回

aileen20180623 · 2022年01月01日

ex post tracking error

  1. CFA II
  2. Portfolio

* 问题详情，请 查看题干

NO.PZ201512181000007206

问题如下：

The risk measure referred to in Statement 3 is:

选项：

A.

active share.

B.

beta sensitivity

C.

ex post tracking error.

解释：

C is correct.

A traditional asset manager uses ex post tracking error when analyzing backward-looking returns. The Diversified Fixed-Income Fund prospectus stipulates a target benchmark deviation of no more than 5 bps. Tracking error is a measure of the degree to which the performance of a given investment deviates from its benchmark.

没读懂条件和答案之间的联系

虽然选了C选项，但是不明白为什么事后

而且这道题的答案解释也不是很理解。

添加评论
1 个答案

星星_品职助教 · 2022年01月02日

同学你好，

ex post相当于用了历史数据。根据题干中的“...the historical deviaton between...”可知这是事后的情况。

tracking error衡量的是portfolio return和benchmark return之间的偏离程度，这和题干中描述的“historial deviation between portfolio returns and benchmark returns”是一致的。

  • 1

    回答

  • 0

    关注

  • 462

    浏览
相关问题

NO.PZ201512181000007206 问题如下 The risk measure referreto in Statement 3 is: A.active share. B.beta sensitivity C.ex post tracking error. C is correct. A trationasset manager uses ex post tracking error when analyzing backwarlooking returns. The versifieFixeIncome Funprospectus stipulates a target benchmark viation of no more th5 bps. Tracking error is a measure of the gree to whithe performanof a given investment viates from its benchmark. 能再下A吗？这种情况为什么不能理解为主动偏离？

2023-10-18 21:52 1 · 回答

NO.PZ201512181000007206 问题如下 The risk measure referreto in Statement 3 is: A.active share. B.beta sensitivity C.ex post tracking error. C is correct. A trationasset manager uses ex post tracking error when analyzing backwarlooking returns. The versifieFixeIncome Funprospectus stipulates a target benchmark viation of no more th5 bps. Tracking error is a measure of the gree to whithe performanof a given investment viates from its benchmark. rp-rb 想问下这个不应该是relative relative么？

2022-08-11 16:19 1 · 回答

NO.PZ201512181000007206 老师,这道题题干是什么意思?三个分别代表什么呢?感觉没学过,谢谢

2021-12-06 05:48 1 · 回答

NO.PZ201512181000007206 B是哪个知识点呢？麻烦老师讲一下，谢谢！

2021-09-22 23:44 1 · 回答