Up and Down Capture Ratios

Compute Up Capture Ratio and Down Capture Ratio

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.