Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CAPITAL ONE FINANCIAL CORPORATION ASSOCIATE SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 24.57% | 5.85% | 8.07% | 6.16% | 6.80% | 6.92% | 7.31% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CAPITAL ONE FINANCIAL CORPORATION ASSOCIATE SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.96 | 24.57 | 5.85 | 8.07 | 6.16 | 6.80 | 6.92 | 7.31 | NA | 7.77 | 15.44 | -6.89 | 5.66 | 14.89 | 11.98 | -4.83 | 13.47 | 9.00 | -3.76 | 1.97 | 10.97 | 14.49 | -3.66 | 12.24 | 29.74 | -24.27 | 11.12 | 12.91 | 11.68 | 16.11 | 24.88 | -4.62 | 3.09 |
| Sharpe Ratio | NA | 0.31 | 0.11 | 0.39 | 0.44 | NA | NA | 0.54 | 0.08 | 0.14 | 1.37 | -0.66 | 0.63 | 0.82 | 1.50 | -0.68 | 2.56 | 0.96 | -0.43 | 0.28 | 1.49 | 1.90 | -0.28 | 1.08 | 1.85 | -1.22 | 0.87 | 1.32 | 1.69 | 2.25 | 3.57 | -0.67 | 0.10 |
| Standard Deviation(%) | NA | 8.45 | 9.99 | 11.82 | 10.07 | NA | NA | 10.33 | 6.44 | 8.53 | 8.19 | 12.63 | 9.01 | 17.82 | 7.06 | 9.06 | 5.02 | 9.11 | 8.87 | 6.89 | 7.35 | 7.58 | 13.21 | 11.22 | 16.06 | 20.63 | 9.36 | 7.30 | 5.61 | 6.73 | 6.78 | 8.61 | 7.63 |
| Draw Down(%) | NA | 6.29 | 14.00 | 22.02 | 22.02 | NA | NA | 36.10 | 0.44 | 6.29 | 6.88 | 14.00 | 5.22 | 22.02 | 4.26 | 11.77 | 1.92 | 6.32 | 9.93 | 6.86 | 7.93 | 7.10 | 13.94 | 9.16 | 16.81 | 35.46 | 6.79 | 9.01 | 4.06 | 7.07 | 8.36 | 16.74 | 11.75 |
| Yield(%) | NA | 3.27 | 3.00 | 3.04 | 2.60 | NA | NA | 3.37 | NA | 0.55 | 3.55 | 2.08 | 3.00 | 3.44 | 2.73 | 3.33 | 0.64 | 2.37 | 2.60 | 1.75 | 2.99 | 4.33 | 3.21 | 3.60 | 4.23 | 6.39 | 6.66 | 5.98 | 4.35 | 3.56 | 2.11 | 1.31 | 2.72 |
Data as of 10/31/2024, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CAPITAL ONE FINANCIAL CORPORATION ASSOCIATE SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
-6.40%
Feb 2006 - Feb 2009 |
1.16%
Feb 2004 - Feb 2009 |
4.11%
Mar 2010 - Mar 2020 |
4.27%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CAPITAL ONE FINANCIAL CORPORATION ASSOCIATE SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
21.04%
Mar 2003 - Mar 2006 |
16.06%
Oct 2002 - Oct 2007 |
10.36%
Mar 2003 - Mar 2013 |
8.75%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart