Relative Return Measures and Up Capture Ratio

Up Capture Ratio: Measures a fund’s compound return when the fund’s benchmark return increased, divided by the benchmark’s compound return when the benchmark return increased. The higher the value, the better.

Up Capture Ratio

Investors who are required to select and monitor investment managers should develop a basic understanding of investment statistics. Quantitative tools can provide you with good insight that you can use in your qualitative interviews with managers and when monitoring your investments.