What is Up-Market Capture Ratio?

1209 reads · Last updated: December 5, 2024

The up-market capture ratio is the statistical measure of an investment manager's overall performance in up-markets. It is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen.The up-market capture ratio can be compared with the down-market capture ratio. In practice, both measures are used in tandem.

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