Zephyr Style Advisor
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 WebANALYTICS
 Style Analysis
· Manager Style
· Style History
 Performance & Risk
· Performance
· Performance Attribution
· Risk/Return
· Excess Return
· Upside/Downside
· Manager vs Benchmark
· Calendar Year Return
 Peer Group Analysis
· Manager vs Universe
 Asset Allocation
· Asset Allocation
 Custom Graphs

 

Upside / Downside Zephyr Web Analytics

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.

Upside/Downside Market Capture

Upside/Downside Market Capture

 
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