A capture ratio that defines a fund manager's performance during rising markets. A ratio over 100 indicates that the manager outperformed the market. A ratio of 110 indicates that the manager beat the market by 10%.
Related information about up-market capture ratio:
- Up-Market Capture Ratio Definition | Investopedia
A statistical measure of an investment manager's overall performance in up- markets. The up-market capture ratio is used to evaluate how well an investment ...
- Mazama > Up-Market Capture Ratio
The “Up Market Capture Ratio” is the cumulative return of the Small Cap Growth Composite during quarters in which the benchmark was up, relative to the ...
- What is up-market capture ratio? definition and meaning
Definition of up-market capture ratio: A capture ratio that defines a fund manager's performance during rising markets. A ratio over 100 indicates that the ...
- Performance Disclosure - Welcome to Lakeshore Capital
To calculate up-market capture ratio, this same process is carried out using returns from periods when the index's return was greater than zero. The lower the ...
- Glossary
The higher the manager's up-market capture ratio, the better the manager capitalized ... manager's returns fell 2%, the up-market capture ratio would be -25 %.
- cwm advance & protect strategy - Carson Wealth Management Group
The up-market capture ratio is used to evaluate how well an investment manager ... manager with an up-market capture ratio of 120 indicates that the manager ...
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Upside Market Capture Ratio - The Up Market Capture Ratio measures the manager's performance in up markets relative to the performance of the market ...
- InternetFund 3Q 2012 - Kinetics Mutual Funds
Up Market Capture Ratio: A statistical measure of an investment manager's ... The up-market capture ratio is used to evaluate how well an investment manager ...