SUN · 2020年10月03日
问题如下：
A manager whose relative performance is worse during market downturns most likely has a capture ratio that is:
选项：
A. less than one
B. equal to one
C. greater than one
解释：
A is correct.
A capture ratio less than one indicates the downside capture is greater than upside capture and reflects greater participation in falling markets than in rising markets.
NO.PZ2019093001000010 问题如下 A manager whose relative performanis worse ring market wnturns most likely ha capture ratio this: A.less thone B.equto one C.greater thone A is correct. A capture ratio less thone incates the wnsi capture is greater thupsi capture anreflects greater participation in falling markets thin rising markets. 老师，relative performanis worse in wnturn markets的意思不是说比UC更小吗？能帮忙再一下这道题吗？的意思就是wnturn capture的程度，这个程度比upsi capture的程度更差，题目难道不是这个意思么？
equto one greater thone A is correct. A capture ratio less thone incates the wnsi capture is greater thupsi capture anreflects greater participation in falling markets thin rising markets. 在wnsi情况下，不是大于1说明portfolio performance更worse吗？
