Capital One Financial Corp (COF)
161.28
-2.62
(-1.60%)
USD |
NYSE |
Nov 04, 16:00
161.26
-0.02
(-0.01%)
After-Hours: 20:00
Capital One Financial Max Drawdown (5Y): 60.25% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 60.25% |
| September 30, 2024 | 60.25% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
60.25%
Maximum
Apr 2020
58.58%
Average
60.25%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Discover Financial Services | 72.37% |
| American Express Co | 49.64% |
| Bread Financial Holdings Inc | 92.15% |
| JPMorgan Chase & Co | 43.62% |
| Synchrony Financial | 66.35% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.998 |
| Beta (5Y) | 1.430 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.76% |
| Historical Sharpe Ratio (5Y) | 0.281 |
| Historical Sortino (5Y) | 0.3604 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.12% |