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:
- Down-Market Capture Ratio Definition | Investopedia
A statistical measure of an investment manager's overall performance in down- markets. The down-market capture ratio is used to evaluate how well or poorly an ...
- Up-Market Capture Ratio Definition | Investopedia
A statistical ... Portfolio Manager. The person or ... Down-Market Capture Ratio. A statistical ... Alpha. 1. A measure of ... Beta. A measure of the ... Batting Average ...
- What is down-market capture ratio? definition and meaning
Definition of 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 ...
- Glossary
Down-Market Capture Ratio – A measure of managers' performance in down markets ... manager's down-market capture ratio, the better the manager protected ...
- Mazama > Up-Market Capture Ratio
The “Down Market Capture Ratio” is the same calculation but accumulates the performance from quarters in which the benchmark was down. Performance is ...
- Performance Disclosure - Welcome to Lakeshore Capital
To calculate down-market capture ratio, we link returns for the manager and the ... The lower the manager's down-market capture ratio, the better the manager ...
- Down-Market Capture Ratio
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 ...
- 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 ...