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]