Up and Down Capture Ratios

version (3.4 KB) by Matthaeus
Compute Up Capture Ratio and Down Capture Ratio


Updated 15 May 2016

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Up and down capture ratios are useful for assessing performance of fund account management as well as any other financial account compared to a selected reference benchmark. Reference and account may be either in same input table or else input in separate table files with same column layout. Rarely, this may also be desirable as an indicator, for which purpose a lookback lag is added for moving window calculation of both ratios.

Cite As

Matthaeus (2022). Up and Down Capture Ratios (https://www.mathworks.com/matlabcentral/fileexchange/57129-up-and-down-capture-ratios), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2013b
Compatible with any release
Platform Compatibility
Windows macOS Linux
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