Capital One Financial Corp. (COF)
194.72
+0.24
(+0.12%)
USD |
NYSE |
Oct 02, 16:00
194.69
-0.03
(-0.02%)
Pre-Market: 20:00
Capital One Financial Max Drawdown (5Y) : 50.42% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 50.42% |
| August 31, 2026 | 50.42% |
| July 31, 2026 | 50.42% |
| June 30, 2026 | 50.42% |
| May 31, 2026 | 50.42% |
| April 30, 2026 | 50.42% |
| March 31, 2026 | 50.42% |
| February 28, 2026 | 50.42% |
| January 31, 2026 | 50.42% |
| December 31, 2025 | 50.42% |
| November 30, 2025 | 50.42% |
| October 31, 2025 | 50.42% |
| September 30, 2025 | 50.42% |
| August 31, 2025 | 50.42% |
| July 31, 2025 | 50.42% |
| June 30, 2025 | 50.42% |
| May 31, 2025 | 50.42% |
| April 30, 2025 | 50.42% |
| March 31, 2025 | 60.25% |
| February 28, 2025 | 60.25% |
| January 31, 2025 | 60.25% |
| December 31, 2024 | 60.25% |
| November 30, 2024 | 60.25% |
| October 31, 2024 | 60.25% |
| September 30, 2024 | 60.25% |
| Date | Value |
|---|---|
| August 31, 2024 | 60.25% |
| July 31, 2024 | 60.25% |
| June 30, 2024 | 60.25% |
| May 31, 2024 | 60.25% |
| April 30, 2024 | 60.25% |
| 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% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| American Express Co. | 31.54% |
| Bank of America Corp. | 46.63% |
| JPMorgan Chase & Co. | 38.75% |
| Ally Financial, Inc. | 58.15% |
| Synchrony Financial | 46.65% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.798 |
| Beta (5Y) | 1.042 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.03% |
| Historical Sharpe Ratio (5Y) | 0.0492 |
| Historical Sortino (5Y) | 0.0975 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.61% |