Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| COF-PI (Capital One Financial Corporation) | -2.60% | 1.40% | 2.10% | -1.63% | NA | NA | NA | … | … |
Data as of 06/05/2026, Common starting date is 09/06/2019
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| COF-PI (Capital One Financial Corporation) | 09/06/2019 | 06/05/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.86 | 1.40 | 2.10 | -1.63 | NA | NA | NA | … | … | -2.60 | 6.53 | 9.62 | 9.40 | -28.72 | 5.45 | 11.54 | 1.13 |
| Sharpe Ratio | NA | -0.13 | -0.08 | -0.25 | NA | NA | NA | … | … | -0.92 | 0.28 | 0.39 | 0.25 | -1.36 | 0.63 | 0.22 | 0.42 |
| Standard Deviation(%) | NA | 9.64 | 14.93 | 17.36 | NA | NA | NA | … | … | 9.17 | 13.29 | 15.30 | 23.19 | 22.23 | 8.67 | 52.27 | 5.83 |
| Draw Down(%) | NA | 11.04 | 20.47 | 33.73 | NA | NA | NA | … | … | 8.65 | 11.65 | 12.81 | 24.41 | 29.19 | 6.37 | 46.78 | 2.95 |
| Yield(%) | 0.00 | 6.63 | 6.13 | 4.74 | 3.35 | 2.23 | 1.67 | … | … | 3.23 | 6.40 | 6.71 | 6.76 | 4.70 | 4.76 | 4.94 | 1.12 |
Data as of 06/05/2026, Common starting date is 09/06/2019
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COF-PI (Capital One Financial Corporation) |
-8.59%
Oct 2020 – Oct 2023 |
-1.14%
May 2021 – May 2026 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COF-PI (Capital One Financial Corporation) |
9.04%
Oct 2022 – Oct 2025 |
4.73%
Mar 2020 – Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart