First Citizens BancShares Inc (FCNCA)
2324.23
+65.56
(+2.90%)
USD |
NASDAQ |
Nov 21, 16:00
2302.13
-22.10
(-0.95%)
Pre-Market: 08:34
First Citizens BancShares Max Drawdown (5Y): 47.49% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 47.49% |
| September 30, 2024 | 47.49% |
| August 31, 2024 | 47.49% |
| July 31, 2024 | 47.49% |
| June 30, 2024 | 47.49% |
| May 31, 2024 | 47.49% |
| April 30, 2024 | 47.49% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
47.49%
Maximum
Mar 2020
45.95%
Average
47.49%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| First Horizon Corp | 64.20% |
| Huntington Bancshares Inc | 55.00% |
| M&T Bank Corp | 52.97% |
| PNC Financial Services Group Inc | 49.58% |
| Western Alliance Bancorp | 84.79% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 19.23 |
| Beta (5Y) | 0.8031 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.56% |
| Historical Sharpe Ratio (5Y) | 0.5854 |
| Historical Sortino (5Y) | 1.100 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.30% |