Capital One Financial Corp (COF)
146.27
+0.30
(+0.21%)
USD |
NYSE |
Apr 26, 16:00
146.27
0.00 (0.00%)
After-Hours: 16:08
Capital One Financial Max Drawdown (5Y): 60.25% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 60.25% |
February 29, 2024 | 60.25% |
January 31, 2024 | 60.25% |
December 31, 2023 | 60.25% |
November 30, 2023 | 60.25% |
October 31, 2023 | 60.25% |
September 30, 2023 | 60.25% |
August 31, 2023 | 60.25% |
July 31, 2023 | 60.25% |
June 30, 2023 | 60.25% |
May 31, 2023 | 60.25% |
April 30, 2023 | 60.25% |
March 31, 2023 | 60.25% |
February 28, 2023 | 60.25% |
January 31, 2023 | 60.25% |
December 31, 2022 | 60.25% |
November 30, 2022 | 60.25% |
October 31, 2022 | 60.25% |
September 30, 2022 | 60.25% |
August 31, 2022 | 60.25% |
July 31, 2022 | 60.25% |
June 30, 2022 | 60.25% |
May 31, 2022 | 60.25% |
April 30, 2022 | 60.25% |
March 31, 2022 | 60.25% |
Date | Value |
---|---|
February 28, 2022 | 60.25% |
January 31, 2022 | 60.25% |
December 31, 2021 | 60.25% |
November 30, 2021 | 60.25% |
October 31, 2021 | 60.25% |
September 30, 2021 | 60.25% |
August 31, 2021 | 60.25% |
July 31, 2021 | 60.25% |
June 30, 2021 | 60.25% |
May 31, 2021 | 60.25% |
April 30, 2021 | 60.25% |
March 31, 2021 | 60.25% |
February 28, 2021 | 60.25% |
January 31, 2021 | 60.25% |
December 31, 2020 | 60.25% |
November 30, 2020 | 60.25% |
October 31, 2020 | 60.25% |
September 30, 2020 | 60.25% |
August 31, 2020 | 60.25% |
July 31, 2020 | 60.25% |
June 30, 2020 | 60.25% |
May 31, 2020 | 60.25% |
April 30, 2020 | 60.25% |
March 31, 2020 | 59.69% |
February 29, 2020 | 35.40% |
Max Drawdown Definition
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.
Max Drawdown (5Y) Range, Past 5 Years
35.40%
Minimum
Apr 2019
60.25%
Maximum
Apr 2020
55.69%
Average
60.25%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Discover Financial Services | 72.37% |
American Express Co | 49.64% |
Citigroup Inc | 56.50% |
JPMorgan Chase & Co | 43.62% |
Mastercard Inc | 41.00% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.51 |
Beta (5Y) | 1.480 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.90% |
Historical Sharpe Ratio (5Y) | 0.3132 |
Historical Sortino (5Y) | 0.4022 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.12% |