Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Capital One Financial Corporation 401K Plan Fidelity Strategic Asset Allocation – Optimal Moderate | NA | 7.49% | 6.21% | 4.13% | 6.31% | 6.32% | NA | … | … |
Data as of 10/31/2019, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Capital One Financial Corporation 401K Plan Fidelity Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 12/31/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.21 | 7.49 | 6.21 | 4.13 | 6.31 | 6.32 | NA | … | … | 14.38 | -5.24 | 11.84 | 7.71 | -2.56 | 4.22 | 14.45 | 11.63 | -3.77 | 11.42 | 26.12 | -24.71 | 9.41 | 13.73 | 12.58 | 14.71 | 25.93 | -3.51 | 3.94 |
| Sharpe Ratio | NA | 1.82 | 0.73 | 0.52 | 0.62 | NA | NA | … | … | 1.82 | -0.67 | 2.33 | 0.85 | -0.29 | 0.58 | 2.09 | 1.37 | -0.25 | 0.97 | 1.45 | -1.11 | 0.66 | 1.30 | 1.73 | 1.79 | 3.12 | -0.39 | 0.14 |
| Standard Deviation(%) | NA | 7.12 | 7.55 | 8.12 | 9.32 | NA | NA | … | … | 7.12 | 9.82 | 4.81 | 8.83 | 9.02 | 7.22 | 6.89 | 8.43 | 15.23 | 11.71 | 17.91 | 23.09 | 9.70 | 8.01 | 6.02 | 7.69 | 8.09 | 11.67 | 11.99 |
| Draw Down(%) | NA | 4.28 | 12.63 | 12.63 | 15.62 | NA | NA | … | … | 4.28 | 12.63 | 1.60 | 7.15 | 9.18 | 5.53 | 5.21 | 7.60 | 15.62 | 8.89 | 17.60 | 34.54 | 6.52 | 10.02 | 4.51 | 7.12 | 8.57 | 17.80 | 14.79 |
| Yield(%) | NA | 2.10 | 1.86 | 2.30 | 2.24 | NA | NA | … | … | 2.10 | 2.76 | 0.69 | 2.95 | 3.03 | 2.31 | 2.78 | 2.34 | 1.94 | 1.46 | 1.65 | 4.00 | 5.37 | 5.83 | 5.49 | 3.22 | 1.56 | 1.50 | 2.97 |
Data as of 10/31/2019, Common starting date 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 401K Plan Fidelity Strategic Asset Allocation – Optimal Moderate |
-7.37%
Feb 2006 – Feb 2009 |
0.70%
Feb 2004 – Feb 2009 |
4.21%
Feb 2006 – Feb 2016 |
6.08%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Capital One Financial Corporation 401K Plan Fidelity Strategic Asset Allocation – Optimal Moderate |
21.60%
Mar 2003 – Mar 2006 |
16.29%
Oct 2002 – Oct 2007 |
9.52%
Mar 2003 – Mar 2013 |
8.51%
Feb 2003 – Feb 2018 |
Annualized Rolling Returns Comparison Chart