Capital One Financial Corp. (COF)

233.20 -16.00 (-6.42%) USD  |  NYSE  |  Jan 12, 16:00
234.16 +0.96 (+0.41%) Pre-Market: 20:00
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Capital One Financial Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Historical Sortino Ratio Definition

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Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

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Historical Sortino (Since Inception) Range, Past 5 Years

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Historical Sortino (Since Inception) Benchmarks

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American Express Co. Upgrade
Bread Financial Holdings, Inc. Upgrade
Bank of America Corp. Upgrade
JPMorgan Chase & Co. Upgrade
Mastercard, Inc. Upgrade

Historical Sortino (Since Inception) Related Metrics

Alpha (Since Inception) Upgrade
Beta (Since Inception) Upgrade
Annualized Standard Deviation of Monthly Returns (Since Inception) Upgrade
Historical Sharpe Ratio (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade