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| WebANALYTICS |
| Style Analysis |
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| Performance & Risk |
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| Peer Group Analysis |
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| Asset Allocation |
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| Custom Graphs |
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| Upside / Downside |
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Our unique Upside/Downside Market Capture
graph tells us how well a manager does against the market (or style) benchmark when the benchmark
goes up and when it goes down. The upside capture ratio is plotted on the vertical axis. If the manager goes up
more than the market when the market goes up - the manager will plot above the horizontal
line. If they go up less - they will plot below it. The down capture ratio is plotted
on the horizontal axis. If the manager goes down less - they will be to the left of the
vertical line. If they go down more - they will be to the right of the line. Aggressive managers
that go up more and down more will plot in the northeast quadrant. Defensive managers will
be in the southwest quadrant. Multiple managers can be displayed as well as rolling windows.
One can do this analysis using either the single market benchmark or the blended style benchmark.
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