First Citizens BancShares, Inc. (North Carolina) (FCNCA)

2162.37 -1.80 (-0.08%) USD  |  NASDAQ  |  Dec 30, 14:34
More

First Citizens BancShares Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for FCNCA.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Historical Sortino (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Historical Sortino Ratio Definition

View Historical Sortino Ratio Definition
Start Trial

Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

Read full definition.

Historical Sortino (5Y) Range, Past 5 Years

View Historical Sortino (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Historical Sortino (5Y) Benchmarks

View Historical Sortino (5Y) Benchmarks
Start Trial
JPMorgan Chase & Co. Upgrade
Park National Corp. Upgrade
Bank of America Corp. Upgrade
Citigroup, Inc. Upgrade
Fifth Third Bancorp Upgrade

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Historical Sharpe Ratio (5Y) Upgrade
Max Drawdown (5Y) Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade