Upside and downside capture ratios

Does the magnitude captured differ when the market rises and falls?

Risk and drawdown RSK-022 Bar Sample

Sample data. Every number, symbol and holding on these pages is generated sample data dated 2026-10-16, used only to illustrate layout and method for educational and informational purposes. It is not market data, backtest output or a forecast, and the analytics described in the specifications are not running.

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0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD

Highest item: Sample H
32 %
Lowest item: Sample B
2.4 %
Average
12.5 %
Number of items
8 items

Upside and downside capture ratios

Capture ratio (%) (Bar)

Valid sample size (observations)

Valid sample size (observations) (Line)

Event detail and data date

Capture ratio (%) and Valid sample size (observations) (Table)

Sample data rows

Symbol/event/scenarioCapture ratio (%)Valid sample size (observations)Data date (sample)
Sample A 5.3 5 2026-10-16
Sample B 2.4 20 2026-10-16
Sample C 11.7 40 2026-10-16
Sample D 18.3 76 2026-10-16
Sample E 15.7 29 2026-10-16
Sample F 9.1 38 2026-10-16
Sample G 5.5 35 2026-10-16
Sample H 32 40 2026-10-16