Okay, I tested a few caps from my "bits and pieces bin" as well, not as systematic as you "EU1", but anyway...
1. High precision Siemens Styroflex 22nF 630V 2,5%
100Hz: 22.007nF Thd -90.00°
120Hz: 22.032nF Thd -89.86°
1kHz: 22.001nF Thd -89.99°
10kHz: 22.002nF Thd -90.00°
100kHz: 22.017nF Thd -89.96°
2. Power MKP Siemens 0.68µF 630V 10%
100Hz: 710.7nF Thd -89.98°
120Hz: 711.1nF Thd -89.92°
1kHz: 710.6nF Thd -90.00°
10kHz: 710.4nF Thd -89.98°
100kHz: 708.0nF Thd -89.77°
3. Precision Styroflex (brand/voltage unknown) 10nF 2,5%
100Hz: 10.125nF Thd -90.00°
120Hz: 10.136nF Thd -89.96°
1kHz: 10.122nF Thd -89.99°
10kHz: 10.122nF Thd -89.99°
100kHz: 10.121nF Thd -89.99°
4. Something really ugly - Siemens MKL 0,33µF 63V 20%
100Hz: 340.68nF Thd -89.50°
120Hz: 340.63nF Thd -89.49°
1kHz: 335.11nF Thd -89.18°
10kHz: 326.75nF Thd -88.80°
100kHz: 316.08nF Thd -88.03°
5. And finally - the "mother" of all capacitors (at least in my basement) --
AVX Power MKP 3200µF 1000V 10% (always stored with a shorting wire around its terminals for good reason)
http://download.siliconexpert.com/pdfs/2011/2/1/5/9/0/864/avx_/auto/fflc.pdf 100Hz: 3155µF Thd -89.95°
120Hz: 3155µF Thd -89.93°
1kHz: 3220µF Thd -89.4°
10kHz: -------
100kHz: -------
The 0.1µF digit was dithering by about 10 counts so I didn't report it here. I guess round about that order of capacitance the useful range of the instrument is reached.
So the 120Hz range is also not as accurate as the "decimal" ranges though the effect appears to be more prominent in inductance mode. Due to the lack of precision inductors in my basement, and the higher dependance on frequency of their values, giving accurate figures here is more difficult.
The dissipation factor is simply calculated from the phase angle (D = 1/tan(Thd)) so the accuracies follow the same relation. Btw, "Thd" and "Thr" are the same, only one time specified in degrees and the other time in radian.
Cheers,
Thomas