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- Active_risk abstract "In finance, active risk refers to that segment of risk in an investment portfolio that is due to active management decisions made by the portfolio manager. It does not include any risk (return) that is merely a function of the market's movement. In addition to risk (return) from specific stock selection or industry and factor "bets," it can also include risk (return) from market timing decisions.A portfolio’s active risk, then, is defined as the annualized standard deviation of the monthly difference between portfolio return and benchmark return. Thus, an active risk of x per cent would mean that approximately 2/3 of the portfolio’s returns (one standard deviation from mean) can be expected to fall between +x and -x per cent of the mean excess return. It may be calculated as a realized, or ex post number (derived from the actual returns of a varying portfolio) or as a forward, ex ante, or predicted number (usually based on a multifactor model defining the covariance relationships between each pair of securities in the current portfolio).Active risk is normally called tracking error in Europe. There is no necessary or stable relationship between ex ante and ex post tracking error. Furthermore, while tracking error measures the standard deviation of active returns, it does not measure any systematic trend in those returns.".
- Active_risk wikiPageExternalLink Active+Risk.
- Active_risk wikiPageID "3588542".
- Active_risk wikiPageLength "1605".
- Active_risk wikiPageOutDegree "12".
- Active_risk wikiPageRevisionID "500073466".
- Active_risk wikiPageWikiLink Active_management.
- Active_risk wikiPageWikiLink Active_return.
- Active_risk wikiPageWikiLink Category:Financial_risk.
- Active_risk wikiPageWikiLink Covariance.
- Active_risk wikiPageWikiLink Factor_analysis.
- Active_risk wikiPageWikiLink Finance.
- Active_risk wikiPageWikiLink Financial_risk.
- Active_risk wikiPageWikiLink Investment_portfolio.
- Active_risk wikiPageWikiLink Market_timing.
- Active_risk wikiPageWikiLink Portfolio_(finance).
- Active_risk wikiPageWikiLink Portfolio_manager.
- Active_risk wikiPageWikiLink Standard_deviation.
- Active_risk wikiPageWikiLink Tracking_error.
- Active_risk wikiPageWikiLinkText "Active risk".
- Active_risk wikiPageWikiLinkText "active risk".
- Active_risk hasPhotoCollection Active_risk.
- Active_risk wikiPageUsesTemplate Template:Unreferenced.
- Active_risk subject Category:Financial_risk.
- Active_risk type Article.
- Active_risk type Article.
- Active_risk comment "In finance, active risk refers to that segment of risk in an investment portfolio that is due to active management decisions made by the portfolio manager. It does not include any risk (return) that is merely a function of the market's movement.".
- Active_risk label "Active risk".
- Active_risk sameAs m.09nbpv.
- Active_risk sameAs Q4677583.
- Active_risk sameAs Q4677583.
- Active_risk wasDerivedFrom Active_risk?oldid=500073466.
- Active_risk isPrimaryTopicOf Active_risk.