The ratio refers to everything that is subject to an increase of market risk such as the securities (shares, bonds, derivatives, mutual funds). It shows the performance obtained by the securities portfolio of the bank. The bank should pursuit to keep the ratio low, which implies that the bank will react better to market risks. The CAMELS ratios provide for each bank a rating for the overall performance and six individual scores for each ratio category separately. Based on a weighting for each of the six ratios the overall condition of the bank under consideration is revealed.