Comments on: Tracking error in TD e-Series Funds, Part 1 http://www.canadiancapitalist.com/tracking-error-in-td-e-series-funds-part-1/ Helping you invest and prosper Sun, 12 Feb 2012 00:54:40 +0000 hourly 1 http://wordpress.org/?v=3.3.1 By: Low Cost Mutual Funds from Jarislowsky Fraser | MoneySense http://www.canadiancapitalist.com/tracking-error-in-td-e-series-funds-part-1/#comment-440108 Low Cost Mutual Funds from Jarislowsky Fraser | MoneySense Mon, 07 Mar 2011 16:45:46 +0000 http://www.canadiancapitalist.com/?p=3532#comment-440108 [...] Tracking error in TD e-Series Funds, Part 1 [...] [...] Tracking error in TD e-Series Funds, Part 1 [...]

]]> By: Would You Like Fees With That? http://www.canadiancapitalist.com/tracking-error-in-td-e-series-funds-part-1/#comment-239270 Would You Like Fees With That? Thu, 05 Aug 2010 10:17:36 +0000 http://www.canadiancapitalist.com/?p=3532#comment-239270 [...] funds for Couch Potato investors. They have the lowest MERs of any retail funds in the country, a long record of low tracking error, and the added benefit of being available online without a discount brokerage account. But this [...] [...] funds for Couch Potato investors. They have the lowest MERs of any retail funds in the country, a long record of low tracking error, and the added benefit of being available online without a discount brokerage account. But this [...]

]]> By: Canadian Personal Finance Blog » Blog Archive » Random Thoughts: Let the Madness Begin! http://www.canadiancapitalist.com/tracking-error-in-td-e-series-funds-part-1/#comment-213498 Canadian Personal Finance Blog » Blog Archive » Random Thoughts: Let the Madness Begin! Fri, 19 Mar 2010 06:10:14 +0000 http://www.canadiancapitalist.com/?p=3532#comment-213498 [...] Capitalist points out that even in Index Funds you can have some “issues” say with Tracking error in TD e-series Funds, Part 1. This is of interest to me as I do own these funds, well worth a [...] [...] Capitalist points out that even in Index Funds you can have some “issues” say with Tracking error in TD e-series Funds, Part 1. This is of interest to me as I do own these funds, well worth a [...]

]]> By: Melissa http://www.canadiancapitalist.com/tracking-error-in-td-e-series-funds-part-1/#comment-213216 Melissa Tue, 16 Mar 2010 16:43:08 +0000 http://www.canadiancapitalist.com/?p=3532#comment-213216 I am interested in the tracking error for ING's streetwise funds. Do you have any info to share on these index funds? Or any suggestions on how I could determine their tracking error? Thank you. I am interested in the tracking error for ING’s streetwise funds. Do you have any info to share on these index funds? Or any suggestions on how I could determine their tracking error?
Thank you.

]]> By: The Rat http://www.canadiancapitalist.com/tracking-error-in-td-e-series-funds-part-1/#comment-213183 The Rat Tue, 16 Mar 2010 04:28:57 +0000 http://www.canadiancapitalist.com/?p=3532#comment-213183 I have to say that I'm impressed with the low MERs with these funds.. I have to say that I’m impressed with the low MERs with these funds..

]]> By: Tracking error in TD e-Series Funds, Part 2 | Canadian Capitalist http://www.canadiancapitalist.com/tracking-error-in-td-e-series-funds-part-1/#comment-213181 Tracking error in TD e-Series Funds, Part 2 | Canadian Capitalist Tue, 16 Mar 2010 04:06:25 +0000 http://www.canadiancapitalist.com/?p=3532#comment-213181 [...] Part 1 of this series, we examined the tracking error exhibited by the TD e-Series Canadian Bond Index Fund and the Canadian Index Fund and found that both funds track their respective benchmarks fairly well. In today’s post, [...] [...] Part 1 of this series, we examined the tracking error exhibited by the TD e-Series Canadian Bond Index Fund and the Canadian Index Fund and found that both funds track their respective benchmarks fairly well. In today’s post, [...]

]]> By: Canadian Capitalist http://www.canadiancapitalist.com/tracking-error-in-td-e-series-funds-part-1/#comment-213164 Canadian Capitalist Mon, 15 Mar 2010 20:38:34 +0000 http://www.canadiancapitalist.com/?p=3532#comment-213164 @Charles: Your understanding is correct. "Tracking error" simply refers to how much an index fund's return differs from the index it tracks. You'd expect some differences because of fees (and foreign exchange fluctuations, withholding taxes for foreign funds), so it not always an error. @Charles: Your understanding is correct. “Tracking error” simply refers to how much an index fund’s return differs from the index it tracks. You’d expect some differences because of fees (and foreign exchange fluctuations, withholding taxes for foreign funds), so it not always an error.

]]> By: Charles in Vancouver http://www.canadiancapitalist.com/tracking-error-in-td-e-series-funds-part-1/#comment-213160 Charles in Vancouver Mon, 15 Mar 2010 19:56:58 +0000 http://www.canadiancapitalist.com/?p=3532#comment-213160 Just to be clear, the part of the difference in performance that comes from the MER isn't really "error", isn't it? So for the Canadian index, with 31 bp MER and 30 bp underperformance, we can say they tracked the index perfectly minus MER. For the bond index, with 62 bp underperformance and 48 bp MER, we could say 14 bp of "error". If I'm reading this right. Just to be clear, the part of the difference in performance that comes from the MER isn’t really “error”, isn’t it?

So for the Canadian index, with 31 bp MER and 30 bp underperformance, we can say they tracked the index perfectly minus MER. For the bond index, with 62 bp underperformance and 48 bp MER, we could say 14 bp of “error”. If I’m reading this right.

]]> By: Canadian Capitalist http://www.canadiancapitalist.com/tracking-error-in-td-e-series-funds-part-1/#comment-213157 Canadian Capitalist Mon, 15 Mar 2010 19:24:48 +0000 http://www.canadiancapitalist.com/?p=3532#comment-213157 @AKA: I believe Lior is using "deviation" as a synonym for tracking error. @AKA: I believe Lior is using “deviation” as a synonym for tracking error.

]]> By: AKA http://www.canadiancapitalist.com/tracking-error-in-td-e-series-funds-part-1/#comment-213155 AKA Mon, 15 Mar 2010 18:44:19 +0000 http://www.canadiancapitalist.com/?p=3532#comment-213155 @Lior: Are you using 'deviation' as a synonym of tracking error, or is there another metric to which you are referring? Thanks. @Lior: Are you using ‘deviation’ as a synonym of tracking error, or is there another metric to which you are referring? Thanks.

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