Upside capture ratio

Downside Capture ratio

http://breakingdownfinance.com Capture ratio

fund returns benchmark returns

1/31/2000 4.70% 4.88%
2/29/2000 -3.94% -3.62%
3/31/2000 1.00% 0.13%
4/30/2000 -2.22% -2.81%
5/31/2000 2.02% 1.77%
6/30/2000 -2.50% -2.42%
7/31/2000 2.95% 3.65%
8/31/2000 4.20% 4.04%
9/30/2000 9.06% 9.84%
10/31/2000 -0.47% -0.17%
11/30/2000 -10.19% -9.47%
12/31/2000 -3.70% -3.60%
1/31/2001 7.27% 6.90%
2/28/2001 -4.86% -5.73%
3/31/2001 5.30% 5.42%
4/30/2001 1.12% 1.63%
5/31/2001 8.68% 7.53%
6/30/2001 -9.30% -9.61%
7/31/2001 -0.49% -0.65%
8/31/2001 -5.54% -6.18%
9/30/2001 15.04% 14.76%
10/31/2001 4.63% 4.54%
11/30/2001 7.39% 7.44%
12/31/2001 -4.79% -4.81%
1/31/2002 -1.84% -1.46%
2/28/2002 -0.86% -0.78%
3/31/2002 5.99% 7.10%
4/30/2002 -0.89% -0.68%
5/31/2002 4.01% 5.11%
6/30/2002 -9.76% -10.17%
7/31/2002 -1.27% -0.93%
8/31/2002 -3.62% -3.75%
9/30/2002 -2.39% -7.01%
10/31/2002 3.04% 3.42%
11/30/2002 5.91% 0.62%
12/31/2002 0.67% -0.11%
1/31/2003 -6.17% -7.01%
 2/28/2003 6.14% 6.40%
3/31/2003 2.25% 3.15%
4/30/2003 -1.00% -1.17%
5/31/2003 0.61% 1.12%
6/30/2003 -0.81% -0.46%
7/31/2003 -8.25% -8.86%
8/31/2003 -0.93% -0.67%
9/30/2003 -3.66% -4.09%
10/31/2003 -4.40% -3.47%
11/30/2003 5.28% -5.28%
12/31/2003 -2.17% -1.17%
1/31/2004 -9.51% -9.75%
2/29/2004 5.32% 5.69%
3/31/2004 3.10% 3.08%
4/30/2004 8.40% -0.79%
5/31/2004 0.33% -0.24%
6/30/2004 -3.49% -3.10%
7/31/2004 5.59% 5.58%
8/31/2004 -0.17% -0.82%
9/30/2004 -3.07% -3.43%
10/31/2004 7.26% 7.43%
11/30/2004 -0.62% -1.20%
12/31/2004 -2.45% -1.84%
1/31/2005 -0.97% -1.33%
2/28/2005 -3.74% -2.63%
3/31/2005 -5.10% -5.73%
4/30/2005 13.13% 13.27%
5/31/2005 8.78% 7.88%
6/30/2005 9.04% 1.62%
7/31/2005 -5.79% -6.12%
8/31/2005 -3.83% -3.57%
9/30/2005 -0.38% 0.20%
10/31/2005 4.46% 4.66%
11/30/2005 -6.16% -6.36%
12/31/2005 -11.15% -10.64%
1/31/2006 -6.75% -6.25%
2/28/2006 2.17% 2.26%
3/31/2006 2.46% 2.82%
4/30/2006 5.76% 3.03%
5/31/2006 -0.15% -0.72%
6/30/2006 1.42% 1.89%
7/31/2006 -1.88% -2.26%
8/31/2006 4.81% 4.47%
9/30/2006 -6.31% -6.18%
10/31/2006 2.78% 2.61%
11/30/2006 -3.74% -3.80%
12/31/2006 -1.17% -0.80%
1/31/2007 3.26% 3.91%
2/28/2007 5.70% 5.60%
3/31/2007 -5.09% -4.87%
4/30/2007 6.80% 6.68%
5/31/2007 3.80% 3.96%
6/30/2007 0.16% 0.44%
7/31/2007 -0.48% -0.83%
8/31/2007 -0.59% -0.40%
9/30/2007 -1.02% -0.63%
10/31/2007 0.62% 0.69%
11/30/2007 0.76% 1.81%
12/31/2007 4.63% 4.29%
1/31/2008 8.13% 7.71%
2/29/2008 2.83% 1.80%
3/31/2008 -0.55% 0.02%
4/30/2008 3.63% 4.17%
 1.047 # up periods # down periods
0.870 47 53
1.203

Up returns fund Up returns benchmark Down returns Down returns benchmark

104.70% 104.88% 100.00% 100.00%
100.00% 100.00% 96.06% 96.38%
101.00% 100.13% 100.00% 100.00%
100.00% 100.00% 97.78% 97.19%
102.02% 101.77% 100.00% 100.00%
100.00% 100.00% 97.50% 97.58%
102.95% 103.65% 100.00% 100.00%
104.20% 104.04% 100.00% 100.00%
109.06% 109.84% 100.00% 100.00%
100.00% 100.00% 99.53% 99.83%
100.00% 100.00% 89.81% 90.53%
100.00% 100.00% 96.30% 96.40%
107.27% 106.90% 100.00% 100.00%
100.00% 100.00% 95.14% 94.27%
105.30% 105.42% 100.00% 100.00%
101.12% 101.63% 100.00% 100.00%
108.68% 107.53% 100.00% 100.00%
100.00% 100.00% 90.70% 90.39%
100.00% 100.00% 99.51% 99.35%
100.00% 100.00% 94.46% 93.82%
115.04% 114.76% 100.00% 100.00%
104.63% 104.54% 100.00% 100.00%
107.39% 107.44% 100.00% 100.00%
100.00% 100.00% 95.21% 95.19%
100.00% 100.00% 98.16% 98.54%
100.00% 100.00% 99.14% 99.22%
105.99% 107.10% 100.00% 100.00%
100.00% 100.00% 99.11% 99.32%
104.01% 105.11% 100.00% 100.00%
100.00% 100.00% 90.24% 89.83%
100.00% 100.00% 98.73% 99.07%
100.00% 100.00% 96.38% 96.25%
100.00% 100.00% 97.61% 92.99%
103.04% 103.42% 100.00% 100.00%
105.91% 100.62% 100.00% 100.00%
100.00% 100.00% 100.67% 99.89%
100.00% 100.00% 93.83% 92.99%
106.14% 106.40% 100.00% 100.00%
102.25% 103.15% 100.00% 100.00%
100.00% 100.00% 99.00% 98.83%
100.61% 101.12% 100.00% 100.00%
100.00% 100.00% 99.19% 99.54%
100.00% 100.00% 91.75% 91.14%
100.00% 100.00% 99.07% 99.33%
100.00% 100.00% 96.34% 95.91%
100.00% 100.00% 95.60% 96.53%
100.00% 100.00% 105.28% 94.72%
100.00% 100.00% 97.83% 98.83%
100.00% 100.00% 90.49% 90.25%
105.32% 105.69% 100.00% 100.00%
103.10% 103.08% 100.00% 100.00%
100.00% 100.00% 108.40% 99.21%
100.00% 100.00% 100.33% 99.76%
100.00% 100.00% 96.51% 96.90%
105.59% 105.58% 100.00% 100.00%
100.00% 100.00% 99.83% 99.18%
100.00% 100.00% 96.93% 96.57%
107.26% 107.43% 100.00% 100.00%
100.00% 100.00% 99.38% 98.80%
100.00% 100.00% 97.55% 98.16%
100.00% 100.00% 99.03% 98.67%
100.00% 100.00% 96.26% 97.37%
100.00% 100.00% 94.90% 94.27%
113.13% 113.27% 100.00% 100.00%
108.78% 107.88% 100.00% 100.00%
109.04% 101.62% 100.00% 100.00%
100.00% 100.00% 94.21% 93.88%
100.00% 100.00% 96.17% 96.43%
99.62% 100.20% 100.00% 100.00%
104.46% 104.66% 100.00% 100.00%
100.00% 100.00% 93.84% 93.64%
100.00% 100.00% 88.85% 89.36%
100.00% 100.00% 93.25% 93.75%
102.17% 102.26% 100.00% 100.00%
102.46% 102.82% 100.00% 100.00%
105.76% 103.03% 100.00% 100.00%
100.00% 100.00% 99.85% 99.28%
101.42% 101.89% 100.00% 100.00%
100.00% 100.00% 98.12% 97.74%
104.81% 104.47% 100.00% 100.00%
100.00% 100.00% 93.69% 93.82%
102.78% 102.61% 100.00% 100.00%
100.00% 100.00% 96.26% 96.20%
100.00% 100.00% 98.83% 99.20%
103.26% 103.91% 100.00% 100.00%
105.70% 105.60% 100.00% 100.00%
100.00% 100.00% 94.91% 95.13%
106.80% 106.68% 100.00% 100.00%
103.80% 103.96% 100.00% 100.00%
100.16% 100.44% 100.00% 100.00%
100.00% 100.00% 99.52% 99.17%
100.00% 100.00% 99.41% 99.60%
100.00% 100.00% 98.98% 99.37%
100.62% 100.69% 100.00% 100.00%
100.76% 101.81% 100.00% 100.00%
104.63% 104.29% 100.00% 100.00%
108.13% 107.71% 100.00% 100.00%
102.83% 101.80% 100.00% 100.00%
99.45% 100.02% 100.00% 100.00%
103.63% 104.17% 100.00% 100.00%
 Fund Benchmark
1/31/2000 104.70188 104.88367 160
2/29/2000 100.57646 101.08311
3/31/2000 101.58269 101.21512 150
4/30/2000 99.324865 98.366114
140
5/31/2000 101.32885 100.10661
6/30/2000 98.793972 97.688198 130
7/31/2000 101.70822 101.25095
8/31/2000 105.97673 105.34437 120
9/30/2000 115.57763 115.70643
10/31/2000 115.0337 115.51509 110
11/30/2000 103.30972 104.57892
12/31/2000 99.489385 100.81223
100
1/31/2001 106.72522 107.76714
90
2/28/2001 101.53755 101.5925
3/31/2001 106.92388 107.09684 80
4/30/2001 108.12169 108.844
5/31/2001 117.51042 117.0377 70
6/30/2001 106.57666 105.79158
7/31/2001 106.05605 105.10005 60
1/1/2000 1/1/2002 1/1/2004
8/31/2001 100.18136 98.607824
9/30/2001 115.24868 113.16651
Fund Benchma
10/31/2001 120.58019 118.30162
11/30/2001 129.49693 127.10605
12/31/2001 123.29286 120.9933
1/31/2002 121.02047 119.23131
2/28/2002 119.97686 118.30517
3/31/2002 127.16602 126.70547
4/30/2002 126.03505 125.84115
5/31/2002 131.08617 132.27214
6/30/2002 118.29336 118.81616
7/31/2002 116.79193 117.70722
8/31/2002 112.56647 113.28839
9/30/2002 109.88144 105.35232
10/31/2002 113.2217 108.9514
11/30/2002 119.91301 109.62505
12/31/2002 120.71331 109.50575
1/31/2003 113.26724 101.82611
 2/28/2003 120.21897 108.34153
3/31/2003 122.92498 111.75755
4/30/2003 121.70147 110.4484
5/31/2003 122.44926 111.68746
6/30/2003 121.45745 111.17074
7/31/2003 111.43592 101.31874
8/31/2003 110.40151 100.64013
9/30/2003 106.36431 96.525995
10/31/2003 101.68851 93.180142
11/30/2003 107.0597 88.258788
12/31/2003 104.73888 87.229526
1/31/2004 94.77488 78.726206
2/29/2004 99.817991 83.209511
3/31/2004 102.91265 85.774549
4/30/2004 111.55717 85.094087
5/31/2004 111.92101 84.887194
6/30/2004 108.01405 82.25288
7/31/2004 114.05573 86.842998
8/31/2004 113.8663 86.133207
9/30/2004 110.36759 83.180149
10/31/2004 118.37688 89.357639
11/30/2004 117.63838 88.285645
12/31/2004 114.76195 86.661035
1/31/2005 113.65018 85.505675
2/28/2005 109.40008 83.253188
3/31/2005 103.81997 78.483978
4/30/2005 117.45154 88.898419
5/31/2005 127.76083 95.907945
6/30/2005 139.30744 97.465008
7/31/2005 131.24768 91.498647
8/31/2005 126.22438 88.235312
9/30/2005 125.74136 88.414085
10/31/2005 131.34575 92.531858
11/30/2005 123.25483 86.643256
12/31/2005 109.51273 77.424377
1/31/2006 102.12557 72.588331
2/28/2006 104.33919 74.228593
3/31/2006 106.90256 76.32148
4/30/2006 113.05844 78.631025
5/31/2006 112.88724 78.062051
6/30/2006 114.48849 79.540692
7/31/2006 112.33523 77.746981
8/31/2006 117.73867 81.220527
9/30/2006 110.31116 76.199227
10/31/2006 113.37246 78.188519
11/30/2006 109.12831 75.215291
12/31/2006 107.84667 74.61566
1/31/2007 111.36669 77.534637
2/28/2007 117.70953 81.874001
3/31/2007 111.72024 77.885438
4/30/2007 119.3209 83.088429
5/31/2007 123.85595 86.377463
6/30/2007 124.05495 86.761558
7/31/2007 123.46431 86.044712
8/31/2007 122.7383 85.69784
9/30/2007 121.49185 85.153764
10/31/2007 122.2393 85.741847
11/30/2007 123.16398 87.29751
12/31/2007 128.86686 91.038365
1/31/2008 139.35003 98.059833
2/29/2008 143.30001 99.829465
3/31/2008 142.51391 99.847157
4/30/2008 147.6814 104.00699
 1/1/2004 1/1/2006 1/1/2008

Fund Benchmark