Active Portfolio Management Metrics

Investment Management and Portfolio Theory · 3:27

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Lyrics

[Verse 1]
Sarah runs a portfolio, trying to beat the market high
But how do we measure if her picks can really fly
Three metrics hold the key to judge her active skill
Tracking error, information ratio, and active share fill the bill

[Chorus]
Track the error, see the variance
Information ratio shows your guidance
Active share reveals how different you are
These three metrics make you a CFA star
TEA time metrics, remember with ease
Tracking, Error, Active - master all three

[Verse 2]
Tracking error measures how much your returns deviate
From your benchmark index, it's the standard deviation rate
When returns swing wildly from the market's steady beat
Higher tracking error means more risk you'll meet

[Chorus]
Track the error, see the variance
Information ratio shows your guidance
Active share reveals how different you are
These three metrics make you a CFA star
TEA time metrics, remember with ease
Tracking, Error, Active - master all three

[Verse 3]
Information ratio takes your excess return
Divides by tracking error, here's what you learn
Higher ratios mean you're adding value well
Better risk-adjusted returns, your story they tell

[Bridge]
Active share percentage shows your true conviction
How much you differ from index composition
Zero means you copy, one hundred means unique
Find that sweet spot that makes performance peak

[Chorus]
Track the error, see the variance
Information ratio shows your guidance
Active share reveals how different you are
These three metrics make you a CFA star
TEA time metrics, remember with ease
Tracking, Error, Active - master all three

[Outro]
When you're evaluating managers, don't just look at return
These three metrics help you understand and learn
Active management skill requires deeper sight
TEA time metrics make your analysis right

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