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Friday, 02 November 2012 10:57

Three Emerging Markets - Part Two

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Figure 6

What Are Capture Ratio Spreads:

Capture ratios measure a fund's performance in up and down markets relative to the benchmark market index (in this case we used the Vanguard emerging markets ETF as the benchmark). The ratio in this article is calculated by determining each month the size and direction of the price change for the S&P 500; then determining the size and direction of the price change for the same period for the fund being evaluated; and then dividing the size and direction of the subject fund by the size and direction of the benchmark index.

Published in Financial News
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