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