Capital One Financial Corp (COF)

178.65 +2.99 (+1.70%) USD  |  NYSE  |  Dec 20, 16:00
177.51 -1.14 (-0.64%) Pre-Market: 20:00
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Capital One Financial Max Drawdown (5Y): 60.25% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Discover Financial Services 72.37%
American Express Co 49.64%
Bread Financial Holdings Inc 92.26%
Synchrony Financial 66.35%
Bank of America Corp 48.93%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -5.844
Beta (5Y) 1.454
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 41.39%
Historical Sharpe Ratio (5Y) 0.328
Historical Sortino (5Y) 0.425
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.12%