\HeaderA{chart.CaptureRatios}{Chart of Capture Ratios against a benchmark}{chart.CaptureRatios}
\keyword{ts}{chart.CaptureRatios}
\keyword{multivariate}{chart.CaptureRatios}
\keyword{distribution}{chart.CaptureRatios}
\keyword{models}{chart.CaptureRatios}
\keyword{hplot}{chart.CaptureRatios}
\begin{Description}\relax
Scatter plot of Up Capture versus Down Capture against a benchmark
\end{Description}
\begin{Usage}
\begin{verbatim}
chart.CaptureRatios(Ra, Rb, main = "Capture Ratio", add.names = TRUE, xlab = "Downside Capture", ylab = "Upside Capture", colorset = 1, symbolset = 1, legend.loc = NULL, xlim = NULL, ylim = NULL, cex.legend = 1, cex.axis = 0.8, cex.main = 1, cex.lab = 1, element.color = "darkgray", benchmark.color = "darkgray", ...)
\end{verbatim}
\end{Usage}
\begin{Arguments}
\begin{ldescription}
\item[\code{Ra}] Returns to test, e.g., the asset to be examined 
\item[\code{Rb}] Returns of a benchmark to compare the asset with 
\item[\code{main}] Set the chart title, same as in \code{plot} 
\item[\code{add.names}] Plots the row name with the data point.  Default TRUE. Can be removed by setting it to NULL 
\item[\code{xlab}] Set the x-axis label, as in \code{\LinkA{plot}{plot}} 
\item[\code{ylab}] Set the y-axis label, as in \code{\LinkA{plot}{plot}} 
\item[\code{colorset}] Color palette to use, set by default to "black" 
\item[\code{symbolset}] From \code{pch} in \code{\LinkA{plot}{plot}}. Submit a set of symbols to be used in the same order as the data sets submitted 
\item[\code{legend.loc}] Places a legend into one of nine locations on the chart: bottomright, bottom, bottomleft, left, topleft, top, topright, right, or center. 
\item[\code{xlim}] set the x-axis limit, same as in \code{\LinkA{plot}{plot}} 
\item[\code{ylim}] set the y-axis limit, same as in \code{\LinkA{plot}{plot}} 
\item[\code{cex.axis}] The magnification to be used for axis annotation relative to the current setting of 'cex', same as in \code{\LinkA{plot}{plot}}.  
\item[\code{cex.legend}] The magnification to be used for sizing the legend relative to the current setting of 'cex'.  
\item[\code{cex.main}] The magnification to be used for sizing the title relative to the current setting of 'cex'.  
\item[\code{cex.lab}] The magnification to be used for x and y labels relative to the current setting of 'cex'.  
\item[\code{element.color}] Specify the color of the box, axes, and other chart elements.  Default is "darkgray" 
\item[\code{benchmark.color}] Specify the color of the benchmark reference and crosshairs.  Default is "darkgray" 
\item[\code{...}] Any other passthru parameters to \code{plot} 
\end{ldescription}
\end{Arguments}
\begin{Details}\relax
Scatter plot shows the coordinates of each set of returns' Up and Down Capture against a benchmark.  The benchmark value is by definition plotted at (1,1) with solid crosshairs.  A diagonal dashed line with slope equal to 1 divides the plot into two regions: above that line the UpCapture exceeds the DownCapture, and vice versa.
\end{Details}
\begin{Value}
Scatter plot of Up Capture on one axis and Down Capture on the other axis
\end{Value}
\begin{Author}\relax
Peter Carl
\end{Author}
\begin{SeeAlso}\relax
\code{\LinkA{plot}{plot}}, \code{\LinkA{par}{par}}, \code{\LinkA{UpDownRatios}{UpDownRatios}}, \code{\LinkA{table.UpDownRatios}{table.UpDownRatios}}
\end{SeeAlso}
\begin{Examples}
\begin{ExampleCode}
    data(managers)
    chart.CaptureRatios(managers[,1:6], managers[,7,drop=FALSE])
\end{ExampleCode}
\end{Examples}

