tracking.error {rportfolio} | R Documentation |
Tracking Error
Description
Calculates the Tracking Error
Usage
tracking.error(R1, R2)
Arguments
R1 |
Returns of the portfolio |
R2 |
Returns of the benchmark |
Details
Tracking error is the divergence between the price behavior of a position or a portfolio and the price behavior of a benchmark.
Value
Calculates the Tracking error of the security
Examples
tracking.error(funds$ret1, funds$rfr)
[Package rportfolio version 0.0.3 Index]