asset allocation of the fund. The tracking error helps measure the quality of replication and benchmark-tracking. By IOSCO principle, for the passive or index-based ETFs, one the most important
Factor Bets Active Share Tracking Error0 Low High Low High Active share is a well recognized approach to measure how active the portfolio management. Active share can be used together with tracking error
equations. Measurement errors are included in the measurement equations while the error term is located in the structural equation. Extant studies usually employ Tobin’s Q ratio as a measure of firm value
1 SEC Classification : ใชภ้ายใน (Internal) Corporate culture and board gender diversity: Evidence from textual analysis Abstract Exploiting a distinctive measure of corporate culture based on
Turnover Ratio Settlement Period: Sharpe Ratio Alpha Remark: ……………………………………...………………….……. ………………………………………………………………………… ………………………………………………………………………… Beta Tracking Error Average Maturity of Debt Instruments
Ratio Alpha Remark: ……………………………………...………………….……. ………………………………………………………………………… ………………………………………………………………………… Beta Tracking Error Average Maturity of Debt Instruments Fees to be charged to the fund (% of NAV
Error Average Maturity of Debt Instruments Fees to be charged to the fund (% of NAV per annum) Yield to Maturity Country Allocation Fee items Maximum charge Actual charge Management fee Total expenses
: ……………………………………...………………….……. ………………………………………………………………………… ………………………………………………………………………… Beta Tracking Error Average Maturity of Debt Instruments Fees to be charged to the fund (% of NAV per annum) Yield to Maturity Fee items Maximum charge Actual charge Country Allocation Management fee
decisions. We measure value through a certainty-equivalent utility-adjusted retirement income metric. Gamma will vary for different types of investors and for different strategies; however in this paper we
enables companies, cities, states and regions to measure and manage their environmental impacts. With the world’s most comprehensive collection of self-reported data, the world’s economy looks to CDP as the