追蹤誤差計算器
計算投資組合與基準報酬差異的標準差
Annualized tracking error
9.654015%
Annualized mean active return
22%
Information ratio
2.278845
本工具使用標準公式。期間利率、複利頻率與現金流時點依畫面輸入值計算；未輸入的稅費、手續費與市場變動不包含在內。
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.