Oh, and don't try to measure accurate average DC voltage on a square wave signal below 100Hz. Looks like the meter wasn't designed for that.
Strangely, most meters can do the measurement from 10Hz onward, even my $10.00 Victor VC921 pocket DMM.
Also, in the manual it states:
The requirement of input amplitude for duty cycle measurement is as follows: When between 10Hz and 40MHz: 200 mV to 30V RMS.
Where in fact, using a Rigol function gen, I can confirm that one can only measure square wave duty cycle between 10Hz and 3.7kHz.
Probably a misprint in the manual, 40MHz instead of 4.0kHz.
Frequency measurement is fine between 2hz and the max I could test on the Rigol, 5MHz.
The 4~20 mA loop current measurement as % readout works as advertised