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What are the Tracking Error, Information Ratio, and Beta of the Large Cap & Mid Cap portfolios?

April 26, 2017beta cap Error information ratio large Mid portfolios

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What are the Tracking Error, Information Ratio, and Beta of the Large Cap & Mid Cap portfolios?

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New Amsterdam Partners’ portfolios are actively managed. As such, our Large Cap and Mid Cap portfolios show a tracking error in the 5.0 to 8.0% range and an information ratio in the 0.3 to 0.7 range (over rolling five and ten-year periods). Our historical beta has remained relatively low: in the 0.8 to 1.0 range.