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home / news releases / VNQI - Capture Ratios: A Valuable Risk Metric For Portfolio Design


VNQI - Capture Ratios: A Valuable Risk Metric For Portfolio Design

  • Capture ratios pack a lot of information about the risk profile for assets in a portfolio relative to the overall portfolio over any period of time you choose to select.
  • Upside capture ratio (UCR) quantifies how frequently an asset outperforms relative to a benchmark.
  • The complementary metric is the downside capture ratio (DCR), or how often an asset underperforms relative to a benchmark.

For further details see:

Capture Ratios: A Valuable Risk Metric For Portfolio Design
Stock Information

Company Name: Vanguard Global ex-U.S. Real Estate ETF
Stock Symbol: VNQI
Market: NASDAQ

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