Practical Knowledge for FA Flashcards

1
Q

Define
** Down-Market Capture Ratio **

A

It is used to evaluate how well an investment portfolio has performed relative to an index during periods when that index has dropped.

How well did you know this?
1
Not at all
2
3
4
5
Perfectly
2
Q

Identify the
** Down-Market Capture Ratio **
Formula

A

Managers Return in Down Market ÷ Index Returns
X 100 = Capture Ratio

How well did you know this?
1
Not at all
2
3
4
5
Perfectly