Tracking Error不是用来衡量被动投资的吗？

问题如下：

Your firm hired Vikram Mehra as an active manager for its pension fund. His benchmark is the Russell 2000 growth index. Which of the following statistics are most suitable to evaluating Vikram's performance and risk?

选项：

VAR and Sharpe ratio

Tracking error and information ratio

Tracking error and Sharpe ratio

VAR and information ratio

解释：

B is correct. Because the active manager is compared to a benchmark, your firm should use relative performance measures (i.e., tracking error volatility and the information ratio).