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Risk & Risk-Adjusted Return

Down Capture Ratio

Down capture measures what share of the benchmark's losses a fund suffered during months the benchmark fell - below 100% means it cushioned the fall, above means it fell harder than the market.

What is down capture?

The mirror of up capture: look only at months the benchmark fell. Down capture is what percentage of that loss the fund suffered - below 100% means the fund cushioned the decline, above 100% means it fell harder than the market.

FORMULA

Down Capture = Rp,down / Rm,down × 100

Rp,downFund’s average return in months the benchmark fell
Rm,downBenchmark’s average return in those same months

Lower is better here - unlike almost every other metric on this page, a smaller number is the good outcome.

Real comparison across 6 funds

CHART

3Y Down Capture Ratio - 6 real funds

All 6 funds fall less than their benchmark in down months (all below 100%) - genuine downside cushioning, not just a coincidence of the sample.

0%20%40%60%81%ICICI Pru…SBI Multi…Parag Par…Parag Par…DSP ValueSBI Focus…

Funds compared: Parag Parikh Flexi Cap · DSP Value · ICICI Prudential Value · SBI Focused · Parag Parikh ELSS Tax Saver · SBI Multicap

WHAT THIS MEANS FOR YOU The best combination is low down capture with high up capture - a fund that falls less but still keeps up in rallies. Check both together, never one alone. See Up Capture Ratio.

METHODOLOGY Computed over a trailing 3-year window as of 2026-08-31, using monthly return periods where the benchmark was negative. Data: Punji risk analytics. Not investment advice.

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