In a quarter, an investment managers upside capture is 75% and downside capture is 125%. We can

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In a quarter, an investment manager’s upside capture is 75% and downside capture is 125%. We can conclude that the manager underperforms the benchmark:

A. only when the benchmark return is positive.

B. only when the benchmark return is negative.

C. when the benchmark return is either positive or negative.

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Portfolio Management In Practice Volume 1

ISBN: 9781119743699

1 Edition

Authors: CFA Institute

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Question Posted: Mar 27, 2024 12:01 AM

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In a quarter, an investment managers upside capture is 75% and downside capture is 125%. We can

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A only when the benchmark return is positive Upside capture and downside capture are measures used t...View the full answer

Portfolio Management In Practice Volume 1

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