Capital One Financial Corp
Provider: Exchange
| Annualised Return | 6.38% |
| Realised Volatility | 36.75% |
| Downside Volatility | 27.21% |
| Max Drawdown | -84.07% |
| Winning months | 59.53% |
| Sharpe Ratio | 0.17 |
| Sortino Ratio | 0.23 |
| Calmar Ratio | 0.08 |
| Viking Ratio | 0.15 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 3.2% | 2.14% | 8.2% | -3.67% | -3.64% | 0.6% | 9.35% | -2.52% | 1.91% | 8.72% | 11.55% | 40.32% | |
| 2023 | 28.01% | -7.88% | -11.84% | 1.19% | 7.84% | 4.95% | 6.99% | -12.03% | -5.22% | 4.37% | 10.87% | 17.43% | 44.32% |
| 2022 | 1.13% | 4.86% | -14.34% | -5.08% | 3.14% | -18.51% | 5.41% | -3.11% | -12.9% | 15.03% | -2.04% | -9.96% | -34.59% |
| 2021 | 5.47% | 15.67% | 5.86% | 17.17% | 8.12% | -3.79% | 4.53% | 3.4% | -2.41% | -6.75% | -6.6% | 3.24% | 49.32% |
| 2020 | -3.02% | -11.22% | -42.87% | 28.44% | 5.76% | -8.01% | 1.93% | 8.37% | 4.1% | 1.7% | 17.34% | 15.42% | -2.66% |
| 2019 | 6.61% | 4.24% | -2.26% | 13.64% | -7.09% | 5.67% | 1.85% | -5.86% | 5.03% | 2.5% | 7.69% | 2.9% | 38.62% |
| 2018 | 4.4% | -5.39% | -2.15% | -5.43% | 4.18% | -2.23% | 2.63% | 5.5% | -4.2% | -5.93% | 0.87% | -15.71% | -22.77% |
| 2017 | 0.17% | 7.9% | -7.67% | -7.25% | -3.83% | 7.41% | 4.31% | -7.19% | 6.34% | 8.88% | 0.26% | 8.24% | 16.3% |
| 2016 | -9.09% | 0.82% | 5.45% | 4.44% | 1.75% | -13.29% | 5.62% | 7.38% | 0.32% | 3.08% | 14.13% | 3.81% | 23.76% |
| 2015 | -11.31% | 7.94% | 0.14% | 2.58% | 3.85% | 5.28% | -7.58% | -3.9% | -6.37% | 8.38% | 0% | -8.06% | -10.91% |
| 2014 | -7.83% | 4.45% | 5.08% | -4.22% | 7.17% | 4.7% | -3.7% | 3.56% | -0.54% | 1.41% | 0.89% | -0.78% | 9.47% |
| 2013 | -2.78% | -9.31% | 7.68% | 5.15% | 5.98% | 3.09% | 9.89% | -6.07% | 6.49% | -0.1% | 4.76% | 6.95% | 34.18% |
| 2012 | 8.18% | 10.72% | 10.16% | -0.47% | -7.32% | 6.4% | 3.35% | 0.16% | 0.85% | 5.54% | -4.19% | 0.57% | 37.5% |
| 2011 | 13.16% | 3.44% | 4.4% | 5.33% | -0.62% | -4.91% | -7.49% | -3.54% | -13.94% | 15.22% | -2.07% | -5.31% | -0.21% |
| 2010 | -3.86% | 2.56% | 9.7% | 4.83% | -4.75% | -2.42% | 5.04% | -10.43% | 4.44% | -5.77% | 0.02% | 14.32% | 11.57% |
| 2009 | -50.33% | -21.86% | 1.58% | 36.76% | 46.32% | -10.47% | 40.31% | 21.65% | -4.18% | 2.44% | 4.95% | -0.05% | 24.11% |
| 2008 | 15.57% | -15.08% | 6.93% | 7.68% | -8.58% | -21.01% | 10.13% | 6.33% | 15.54% | -23.29% | -11.17% | -7.32% | -30.27% |
| 2007 | 4.19% | -4.16% | -2.04% | -1.59% | 7.47% | -1.68% | -9.79% | -8.59% | 2.74% | -1.26% | -18.69% | -11.35% | -38.66% |