Returns

speaking, return, active

Generally speaking, does active return, according to CFAI, mean true active return?

Analyze_This

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发表于 2011-7-13 15:04 | 只看该作者

You talking about morning section right? Yes that's what I interpretted, so I think the answer was simply:

actual return - normal portfolio return.

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ohai

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发表于 2011-7-13 15:04 | 只看该作者

square root(total active risk^2-misfit risk^2)

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thommo77

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发表于 2011-7-13 15:04 | 只看该作者

i used actual - market.

njboe227 Wrote:
-------------------------------------------------------
> You talking about morning section right? Yes
> that's what I interpretted, so I think the answer
> was simply:
>
> actual return - normal portfolio return.

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former