Up Capture

Up Capture and Down capture is the percentage in which an investment participated in both the upside and downside of another benchmark investment.

The Up Capture and Down capture of the benchmark is 100. If investment has up capture of 80, it is participating in 80% of the upside of the market over a given period.

Up Capture Example
Upside Capture, Up Capture

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An investment with a down capture of 50 has participated in only 50% of the downside of the market.

The most appropriate investments are those that participate in rising markets (that is have high Up Capture), but have a strong history of not participating in falling markets (that is have Low Down Capture).