Answering myself based on various searches:
Stack Exchange has a comment that any DMM is likely poor at RF, not only due to its measuring technique but also because the impedance of its input at RF is likely to be lower and complex. To date I've used a PC based oscilloscope which is designed for use up to 20MHz. I'd need specialised kit to go higher.
Brymen give accuracy over frequency ranges in their spec sheet
http://brymen.eu/wp-content/uploads/biall/102092/102092.KARTA_EN..2015-07-09.1.pdfAccuracy is spec'd up to 100kHz in the low voltage and current ranges that may be used on an audio pre-amplifier or processing circuit. It drops to about 5% at the higher frequencies, which to be fair is not too bad when thought of in dB. (20*log(1.05) ≅ 0.5dB)
It could be interesting to compare against other meters including an non-true-RMS. Fluke in their "Extended Specs" for the 170 series (similar price range) only specify an accuracy up to 1kHz. The 280 series specifies 100kHz and impressive accuracy, but costs well over twice as much in the UK.