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Risk & Risk-Adjusted Return

Up Capture Ratio

Up capture measures what share of the benchmark's gains a fund captured during months the benchmark rose - above 100% means it amplified the upside, below means it lagged in rising markets.

What is up capture?

Look only at the months the benchmark went up. Up capture is what percentage of that gain the fund captured on average - 100% means it matched the benchmark exactly in rising months, below 100% means it lagged.

FORMULA

Up Capture = Rp,up / Rm,up × 100

Rp,upFund’s average return in months the benchmark rose
Rm,upBenchmark’s average return in those same months

Read this together with down capture below - the gap between the two is the real story.

Real comparison across 6 funds

CHART

3Y Up Capture Ratio - 6 real funds

Every fund here captures 73-81% of benchmark upside - none amplify rallies, all are somewhat defensive by construction.

0%23%45%68%90%ICICI Pru…SBI Multi…SBI Focus…DSP ValueParag Par…Parag Par…

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 A low up capture isn’t a red flag by itself - it only becomes a concern if down capture is just as high, meaning the fund lags in good markets without protecting in bad ones. See Down Capture Ratio.

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

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