CAPITAL ONE Risk Adjusted Performance

CFXE Stock   18.00  0.60  3.45%   
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CAPITAL ONE FIN has current Risk Adjusted Performance of 0.0275.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.0275
ER[a] = Expected return on investing in CAPITAL ONE
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

CAPITAL ONE Risk Adjusted Performance Peers Comparison

CAPITAL Risk Adjusted Performance Relative To Other Indicators

CAPITAL ONE FIN is rated third in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  227.56  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for CAPITAL ONE FIN is roughly  227.56 
Compare CAPITAL ONE to Peers

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