α52
Alpha 52
Where AI meets Quant
COF
220.91
+ 0.96%
Capital One Financial
Financial Services

Investment Metrics

Overall Rank

3M 6M 1Y
7 6 9

Performance Metrics

Metric 3M 6M 1Y
Return 21.65% 24.93% 60.36%
Price Trend 0.91 0.18 0.80

Risk Metrics

Metric 3M 6M 1Y
Volatility 26.05% 31.48% 40.41%
Max Drawdown -8.49% -28.24% -28.24%

Risk-Adjusted Metrics

Metric 3M 6M 1Y
Sharpe Ratio 0.79 0.72 1.38
Calmar Ratio 2.55 0.88 2.14
Sortino Ratio 1.00 0.96 2.09
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