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 - Optimal Moderate | NA | 13.80% | 8.14% | 13.40% | 8.59% | NA | NA | 8.57% |
Data as of 12/31/2013, 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 - Optimal Moderate | 12/31/2000 | 03/21/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.57 | 13.80 | 8.14 | 13.40 | 8.59 | NA | NA | 8.57 | 0.80 | 13.80 | 14.97 | -3.35 | 14.72 | 29.26 | -25.10 | 11.12 | 12.94 | 11.00 | 16.50 | 25.69 | -3.94 | 5.84 |
| Sharpe Ratio | NA | 1.41 | 0.69 | 1.30 | 0.57 | NA | NA | 0.60 | 0.10 | 1.88 | 1.79 | -0.21 | 1.24 | 1.61 | -1.12 | 0.85 | 1.13 | 1.43 | 2.18 | 3.16 | -0.44 | 0.32 |
| Standard Deviation(%) | NA | 7.77 | 11.18 | 12.03 | 12.86 | NA | NA | 12.23 | 8.05 | 7.33 | 8.32 | 16.05 | 11.82 | 18.14 | 23.34 | 9.56 | 8.54 | 6.18 | 7.14 | 7.91 | 11.34 | 10.94 |
| Draw Down(%) | NA | 7.20 | 17.15 | 17.15 | 38.76 | NA | NA | 38.76 | 3.70 | 7.20 | 7.32 | 17.15 | 9.05 | 19.55 | 36.35 | 6.68 | 9.82 | 4.25 | 6.63 | 8.54 | 17.38 | 13.48 |
| Yield(%) | NA | 2.25 | 2.87 | 3.31 | 4.09 | NA | NA | 3.48 | 0.07 | 2.32 | 4.25 | 2.49 | 3.72 | 3.97 | 5.87 | 6.00 | 5.85 | 4.31 | 2.04 | 0.85 | 0.90 | 2.61 |
Data as of 12/31/2013, 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 - Optimal Moderate |
-7.34%
Feb 2006 - Feb 2009 |
0.51%
Feb 2004 - Feb 2009 |
7.51%
May 2002 - May 2012 |
0.00%
NA |
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 - Optimal Moderate |
21.30%
Mar 2003 - Mar 2006 |
16.77%
Feb 2009 - Feb 2014 |
10.56%
Mar 2003 - Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart