Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| COF-PJ (Capital One Financial Corporation) | -1.62% | 2.60% | 4.11% | -2.01% | NA | NA | NA | … | … |
Data as of 06/09/2026, Common starting date is 01/30/2020
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| COF-PJ (Capital One Financial Corporation) | 01/30/2020 | 06/09/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.71 | 2.60 | 4.11 | -2.01 | NA | NA | NA | … | … | -1.62 | 5.36 | 10.38 | 8.30 | -29.07 | 4.86 | 9.42 |
| Sharpe Ratio | NA | -0.01 | -0.03 | -0.25 | NA | NA | NA | … | … | -0.62 | 0.19 | 0.44 | 0.20 | -1.41 | 0.58 | 0.18 |
| Standard Deviation(%) | NA | 10.13 | 15.05 | 17.34 | NA | NA | NA | … | … | 9.00 | 13.27 | 15.40 | 23.62 | 21.69 | 8.32 | 56.41 |
| Draw Down(%) | NA | 10.30 | 18.94 | 34.57 | NA | NA | NA | … | … | 6.18 | 13.04 | 12.44 | 22.72 | 31.72 | 6.40 | 47.84 |
| Yield(%) | 0.00 | 6.70 | 6.49 | 4.63 | 3.06 | 2.04 | 1.53 | … | … | 3.26 | 6.42 | 6.76 | 6.74 | 4.63 | 4.67 | 4.04 |
Data as of 06/09/2026, Common starting date is 01/30/2020
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COF-PJ (Capital One Financial Corporation) |
-9.14%
Oct 2020 – Oct 2023 |
-1.34%
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-PJ (Capital One Financial Corporation) |
9.81%
Oct 2022 – Oct 2025 |
5.29%
Mar 2020 – Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart