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- Statistics
- Upside/Downside Capture
Upside/Downside Capture
Created On
Last Updated On
byadam
Up capture looks only at the periods when the benchmark is up. It is simply the return looking at only those periods for the fund divided by the return looking at only those periods for the benchmark.
Down capture is the same thing but looks at the periods when the benchmark is down.
The statistic cannot be calculated if benchmark data for the same time period are not available
Calculated on program´s data in relation to the first program´s benchmark.