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down-market capture ratio

A capture ratio that defines a fund manager's ability to perform during declining markets. A ratio under 100 indicates that the manager outperformed the market. A ratio of 90 indicates that the fund only lost 90% of the index's full decline and stayed ahead of the market.

Related information about down-market capture ratio:
  1. Down-Market Capture Ratio Definition | Investopedia
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  4. Glossary
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    The “Down Market Capture Ratio” is the same calculation but accumulates the performance from quarters in which the benchmark was down. Performance is ...
     
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    The down market capture ratio is used to evaluate how well or poorly an investment manager performed relative to an index during periods when that index ...
     
  8. Adviser Profile User Guide - Wilmington Trust Retirement and ...
    The down-market capture ratio is used to evaluate how well or poorly an investment manager performed relative to an index during periods when that index has ...