Tracking Error Analysis of Premier ETF LQ-45
Maret 4, 2013 Tinggalkan komentar
Premier ETF LQ-45 (R-LQ45X) is the first equity ETF in Indonesia that aims to deliver returns equal to the benchmark: LQ-45 Index. We can compare the performance of R-LQ45X with the benchmark through tracking error analysis. From the t-test, tracking error of 0.20% since inception period indicate there is no significant performance difference between Premier ETF LQ-45 and LQ-45 Index.
By: Susanto Chandra Baca pos ini lebih lanjut