| 释义 |
Active Risk
Active RiskThe risk (annualized standard deviation) of the active return. Also called the tracking error.Active RiskThe risk a portfolio or fund acquires when it is actively managed, especially when its money managers attempt to outperform some benchmark. That is, the more a fund or portfolio differs from the benchmark upon which it is based, the more likely it is to underperform or outperform that same benchmark. This extra risk is active risk. |