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 Asset Allocation Composite Moderate | NA | 15.91% | 2.26% | 3.58% | 5.44% | 6.88% | 7.02% | 7.55% |
Data as of 11/29/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CAPITAL ONE FINANCIAL CORPORATION ASSOCIATE SAVINGS PLAN Asset Allocation Composite Moderate | 12/31/2000 | 02/28/2025 |
| 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 (%) | 1.14 | 15.91 | 2.26 | 3.58 | 5.44 | 6.88 | 7.02 | 7.55 | NA | 4.50 | 13.05 | -15.10 | 3.89 | 7.44 | 17.42 | -2.81 | 14.78 | 13.27 | -3.09 | 4.39 | 16.75 | 14.56 | 0.02 | 10.86 | 15.77 | -3.23 | 5.70 | 13.29 | 7.31 | 12.12 | 20.85 | 1.11 | 2.31 |
| Sharpe Ratio | NA | -0.03 | -0.06 | 0.14 | 0.40 | NA | NA | 0.72 | 0.41 | -0.25 | 1.05 | -1.75 | 0.38 | 0.79 | 2.23 | -0.40 | 2.88 | 1.87 | -0.43 | 0.60 | 2.20 | 1.68 | 0.00 | 1.08 | 1.86 | -1.07 | 0.29 | 1.42 | 0.80 | 1.54 | 3.11 | 0.01 | 0.01 |
| Standard Deviation(%) | NA | 8.52 | 8.61 | 9.07 | 8.37 | NA | NA | 8.11 | 8.05 | 8.48 | 8.35 | 9.40 | 10.11 | 9.13 | 7.17 | 10.25 | 4.91 | 6.98 | 7.29 | 7.33 | 7.60 | 8.62 | 15.24 | 9.96 | 8.43 | 3.87 | 9.47 | 7.08 | 6.45 | 7.26 | 6.49 | 0.01 | 0.05 |
| Draw Down(%) | NA | 7.94 | 11.20 | 17.95 | 17.95 | NA | NA | 17.95 | 1.75 | 7.31 | 8.22 | 16.08 | 5.63 | 13.93 | 3.54 | 11.00 | 1.62 | 4.34 | 7.81 | 5.48 | 6.12 | 7.15 | 13.30 | 8.54 | 4.22 | 6.92 | 6.40 | 7.33 | 4.43 | 5.17 | 2.62 | 0.00 | 0.00 |
| Yield(%) | NA | 3.50 | 4.79 | 4.00 | 3.83 | NA | NA | 2.98 | NA | 0.58 | 3.43 | 5.50 | 4.59 | 3.65 | 1.91 | 3.07 | 5.92 | 4.01 | 1.65 | 4.12 | 3.28 | 3.46 | 3.03 | 2.92 | 0.53 | 0.81 | 3.11 | 3.06 | 3.00 | 2.69 | 0.73 | 1.11 | 2.31 |
Data as of 11/29/2024, 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 Asset Allocation Composite Moderate |
-1.78%
Dec 2019 - Dec 2022 |
1.30%
Sep 2018 - Sep 2023 |
3.96%
Oct 2013 - Oct 2023 |
5.88%
Jun 2007 - Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CAPITAL ONE FINANCIAL CORPORATION ASSOCIATE SAVINGS PLAN Asset Allocation Composite Moderate |
15.79%
Apr 2003 - Apr 2006 |
12.46%
Oct 2002 - Oct 2007 |
10.22%
Apr 2003 - Apr 2013 |
9.63%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart