Tracking Error Calculator
Calculate standard deviation of return differences between portfolio and benchmark
Annualized tracking error
9.654015%
Annualized mean active return
22%
Information ratio
2.278845
This uses a standard formula. Periodic rate, compounding frequency, and cash-flow timing follow the displayed inputs; unentered taxes, fees, and market changes are excluded.
Values must be consecutive, equal-length subperiod returns. Annualization uses the entered observations per year. Beta and tracking error are sample- and benchmark-sensitive and do not predict future risk or return.