Generally, a down-market capture ratio of less than 100 percent is a good sign. It means that the investment loses less money in down times than the overall market. A ratio of 100 percent or greater means that the investment amplifies downward swings.
Sole Reliance on Capture Rates: A capture rate only measures the ratio of the total units proposed to the number of income qualified households in the market area. It does not consider whether the other existing or approved projects adequately serve the proposed project’s target income group.
capture rate the sales or leasing rate of a real estate development compared to the sales or leasing rate of all developments in the market area. Example: Two thousand condominium units are built in a rapidly growing metropolitan area, including one project of 500 units built by the Gibraltar Development Company. Aug 26, 2019 · According to PSN, over the lastthree- and five-years Dividend Performers downside capture has been just over 88% of the S&P 500 index, a 19 th and 16 th percentile result against all large cap core managers in the PSN database. In the more recent fourth quarter market decline, the downside capture ratio was just 73%. Down-Market Capture Ratio A statistical measure of an investment manager's overall performance in down-markets. The down-market capture ratio is used to evaluate how well or poorly an investment manager performed relative to an index during periods when that index has dropped. Upside and downside capture statistics are generally calculated as ratios of fund to benchmark compounded returns, taken only during up- or down-markets. Also frequently reported is the ratio of upside to downside capture, with larger up/down ratios considered better for performance.
May 10, 2016 · The Upside/Downside Capture Ratio. Successful alternative strategies are managed to capture some part of the equity market’s upside and an even smaller part of the market’s downside. The concept is to win by not losing, and it’s reflected in the up/down capture ratio. Let’s take a strategy with an up/down capture ratio of 50/20. Nov 13, 2017 · The down-capture ratio (or down-market capture ratio) is a measure of an asset or portfolio of assets (or fund) in down-markets. This metric is typically applied to a fund and used to evaluate an investment manager’s overall performance with respect to down-markets. Capture ratio is a sort of "bang for your buck" summary. It's calculated by dividing a fund's downside capture (a fund that typically falls 1.1% when the market falls 1% has a downside capture of 1.10) by its upside capture (a fund that typically rises 1.1% when the market rises 1% has an upside capture of 1.10).