%0 Journal Article %A Brian Fischer %T Understanding Tracking Error and Its Relationship with VaR %D 2001 %R 10.3905/joi.2001.319473 %J The Journal of Investing %P 54-60 %V 10 %N 3 %X Whether they are aware of it or not, benchmarked investors have adopted the concepts imbedded in VaR when they calculate tracking error. Unfortunately, tracking error calculations are prone to misinterpretation and miscalculation. This article highlights some of the problems associated with the use of VaR concepts by benchmarked investors and offers some potential solutions. %U https://joi.pm-research.com/content/iijinvest/10/3/54.full.pdf