Small-cap Mutual Funds Aug 2016: Returns and Capture Ratios

Here is a list of small-cap mutual fund 3-year and 5-year, lump sum and SIP returns and 3-year and 5-year downside,upside  and capture ratios.

The benchmark used is the BSE 500-Total returns index.

The benchmark returns are mentioned in the first row after the “|”. For example, in 3Y SIP | 6.80, 6.80 = 6.80% which is the 3Y SIP return for the benchmark.

LS: Lump sum returns (%)

Dw: Downside capture ratio (%). Lower the better (incl negative values). A measure of how much of the benchmarks losses the fund has captured.

Up: Upside capture ratio(%). Higher the better. A measure of benchmark gains captured by the fund.

CR: Capture ratio = Up/DW. Higher the better. A capture of >1 is considered “good”.


Mutual Fund Screening with Downside and Upside Capture Ratios

Simplify Mutual Fund Analysis with Upside/Downside Capture Ratios

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