Upside Capture Ratio
Upside Capture Ratio (UCR) measures how a portfolio's returns participate in positive market moves relative to its benchmark. It shows how much of the benchmark's upside the portfolio captured during up-market periods.
Example: Over the 5-year period, the portfolio had an upside capture ratio of 110%, meaning it captured 10% more of the benchmark's gains when the market rose.
💬 Comments