翻訳と辞書 Words near each other ・ Active queue management ・ Active radar homing ・ Active Raid ・ Active recall ・ Active record pattern ・ Active Records ・ Active rectification ・ Active redundancy ・ Active Reef ・ Active regular United States Army units with campaign credit for the War of 1812 ・ Active Release Technique ・ Active reserve ・ Active reserve (KGB) ・ Active return ・ Active Risk ・ Active risk ・ Active Robots ・ Active rock ・ Active rollover protection ・ Active Royal Navy Vessels in 1981 ・ Active Royal Navy Vessels in 1982 ・ Active Royal Navy weapon systems ・ Active safety ・ Active Scripting ・ Active sensory systems ・ Active Server Pages ・ Active service unit ・ Active set method ・ Active SETI ・ Active Setup Dictionary Lists mini英和辞書 mini和英辞書 Webster 1913 Latin-English FOLDOC Wikipedia English ウィキペディア

翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Active risk ： ウィキペディア英語版 Active risk 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. ==External links== http://financial-dictionary.thefreedictionary.com/Active+Risk 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Active risk」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.