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Definition of 'Up-Market Capture Ratio'
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 manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager's returns by the returns of the index during the up-market, and multiplying that factor by 100.
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Investopedia explains 'Up-Market Capture Ratio'
An investment manager who has an up-market ratio greater than 100 has outperformed the index during the up-market. For example, a manager with an up-market capture ratio of 120 indicates that the manager outperformed the market by 20% during the specified period. Many analysts use this simple calculation in their broader assessments of individual investment managers.
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Search results for 'Up-Market Capture Ratio'
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http://www.investopedia.com/articles/pf/07/investment_manager_stats.asp
... (To learn more on this important measure, see Understanding The Sharpe Ratio.)
Up-Market Capture Ratio The up-market capture ratio is a measure of a manager's ...
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