POportfoliooptimizer
Portfolio Analysis / Risk Measures

Tracking Error Variance

Changed on

Compute the tracking error variance between a portfolio and a benchmark.

References

  • Carl R. Bacon, Practical Portfolio Performance Measurement and Attribution
post/portfolios/analysis/tracking-error-variance

Request

  • Base URL
    https://api.portfoliooptimizer.io/v1
  • URL
    https://api.portfoliooptimizer.io/v1/portfolios/analysis/tracking-error-variance
  • Auth
    API key in header X-API-Key

Request body

OR

Response

OK

Changes