SPDR Barclays Capital High Yield Bond ETF (JNK): ETFs tracking high-yield debt are often viewed as fertile ground for elevated tracking error, and that scenario is not limited to corporate debt.

Tracking error, the amount by which an ETF's returns deviate from its benchmark index, is a fact of life and an often ignored fact at that.

As the ETF industry has grown by leaps and bounds in recent years, advisors are finding themselves with more options than ever before.

Some asset owners, including CalPERS, are reconsidering how they use tracking error in measuring risk.

The Financial Analysts Journal aims to be the leading practitioner journal in the investment management community by advancing the knowledge and understanding of the practice of investment management ...

An example based on actual market data indicates that imposing fairly large tactical asset allocation ranges produces surprisingly small tracking errors. We also found that TAA restrictions should ...