Up Capture & Down Capture Ratios in Excel | Portfolio Performance

Join Ryan O'Connell, CFA, FRM, as he expertly guides you through mastering Up Capture and Down Capture Ratios in Excel, essential tools for evaluating your portfolio's performance against the market. Discover how to leverage your ETF data to calculate daily returns, up rates, down rates, and clean your data for precise analysis. By the end of this tutorial, you'll be equipped to calculate both up-market and down-market capture ratios, empowering you to make informed investment decisions. 📈 See Why I Recommend This Broker For Portfolio Management https://ryano.finance/ibkr-overview 🎓 Get 25% Off CFA Courses (Featuring My Videos!) — Use code RYAN25 here: 👉 https://ryano.finance/cfa 💾 Download Free Excel File: https://ryanoconnellfinance.com/produ... Chapters: 0:00 - Up Capture & Down Capture Definitions 0:24 - A Brief Overview of Our ETF Data 1:21 - Calculate Daily Returns 2:16 - Calculate Up Rates and Down Rates 4:51 - Clean the Up Rate & Down Rate Data 6:20 - Calculate Up-Market Capture Ratio 8:27 - Calculate Down-Market Capture Ratio *Disclosure: This is not financial advice and should not be taken as such. The information contained in this video is an opinion. Some of the information could be wrong. This channel is owned and operated by Portfolio Constructs LLC