Analytics

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Market Capture Ratio Calculator

Calculates upside capture ratio vs downside capture ratio to evaluate fund manager alpha in bull vs bear markets

Fund Return in Bull Months

5%40%

Benchmark Return in Bull Months

5%35%

Fund Drop in Bear Months

-30%0%

Benchmark Drop in Bear Months

-35%0%

Overall Capture Ratio (Up/Down)

1.84x Alpha Ratio

Upside Capture Ratio123%

Downside Capture Ratio67%

Manager Alpha AssessmentSuperior Outperformance in All Markets

Upside Captured: ₹123Downside Absorbed: ₹67

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