First Citizens BancShares Inc (FCNCA)
1748.84
-51.52
(-2.86%)
USD |
NASDAQ |
Apr 26, 15:45
First Citizens BancShares Max Drawdown (5Y): 47.49% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 47.49% |
February 29, 2024 | 47.49% |
January 31, 2024 | 47.49% |
December 31, 2023 | 47.49% |
November 30, 2023 | 47.49% |
October 31, 2023 | 47.49% |
September 30, 2023 | 47.49% |
August 31, 2023 | 47.49% |
July 31, 2023 | 47.49% |
June 30, 2023 | 47.49% |
May 31, 2023 | 47.49% |
April 30, 2023 | 47.49% |
March 31, 2023 | 47.49% |
February 28, 2023 | 47.49% |
January 31, 2023 | 47.49% |
December 31, 2022 | 47.49% |
November 30, 2022 | 47.49% |
October 31, 2022 | 47.49% |
September 30, 2022 | 47.49% |
August 31, 2022 | 47.49% |
July 31, 2022 | 47.49% |
June 30, 2022 | 47.49% |
May 31, 2022 | 47.49% |
April 30, 2022 | 47.49% |
March 31, 2022 | 47.49% |
Date | Value |
---|---|
February 28, 2022 | 47.49% |
January 31, 2022 | 47.49% |
December 31, 2021 | 47.49% |
November 30, 2021 | 47.49% |
October 31, 2021 | 47.49% |
September 30, 2021 | 47.49% |
August 31, 2021 | 47.49% |
July 31, 2021 | 47.49% |
June 30, 2021 | 47.49% |
May 31, 2021 | 47.49% |
April 30, 2021 | 47.49% |
March 31, 2021 | 47.49% |
February 28, 2021 | 47.49% |
January 31, 2021 | 47.49% |
December 31, 2020 | 47.49% |
November 30, 2020 | 47.49% |
October 31, 2020 | 47.49% |
September 30, 2020 | 47.49% |
August 31, 2020 | 47.49% |
July 31, 2020 | 47.49% |
June 30, 2020 | 47.49% |
May 31, 2020 | 47.49% |
April 30, 2020 | 47.49% |
March 31, 2020 | 47.49% |
February 29, 2020 | 24.39% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
24.39%
Minimum
Apr 2019
47.49%
Maximum
Mar 2020
43.25%
Average
47.49%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Truist Financial Corp | 59.10% |
Comerica Inc | 72.44% |
East West Bancorp Inc | 67.67% |
Fifth Third Bancorp | 64.07% |
Southside Bancshares Inc | 39.21% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 18.90 |
Beta (5Y) | 0.8865 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.86% |
Historical Sharpe Ratio (5Y) | 0.6112 |
Historical Sortino (5Y) | 1.122 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.30% |