First Citizens BancShares Inc (FCNCB)
1585.00
-14.99
(-0.94%)
USD |
OTCM |
May 22, 15:43
First Citizens BancShares Max Drawdown (5Y): 48.52% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 48.52% |
March 31, 2024 | 48.52% |
February 29, 2024 | 48.52% |
January 31, 2024 | 48.52% |
December 31, 2023 | 48.52% |
November 30, 2023 | 48.52% |
October 31, 2023 | 48.52% |
September 30, 2023 | 48.52% |
August 31, 2023 | 48.52% |
July 31, 2023 | 48.52% |
June 30, 2023 | 48.52% |
May 31, 2023 | 48.52% |
April 30, 2023 | 48.52% |
March 31, 2023 | 48.52% |
February 28, 2023 | 48.52% |
January 31, 2023 | 48.52% |
December 31, 2022 | 48.52% |
November 30, 2022 | 48.52% |
October 31, 2022 | 48.52% |
September 30, 2022 | 48.52% |
August 31, 2022 | 48.52% |
July 31, 2022 | 48.52% |
June 30, 2022 | 48.52% |
May 31, 2022 | 48.52% |
April 30, 2022 | 48.52% |
Date | Value |
---|---|
March 31, 2022 | 48.52% |
February 28, 2022 | 48.52% |
January 31, 2022 | 48.52% |
December 31, 2021 | 48.52% |
November 30, 2021 | 48.52% |
October 31, 2021 | 48.52% |
September 30, 2021 | 48.52% |
August 31, 2021 | 48.52% |
July 31, 2021 | 48.52% |
June 30, 2021 | 48.52% |
May 31, 2021 | 48.52% |
April 30, 2021 | 48.52% |
March 31, 2021 | 48.52% |
February 28, 2021 | 48.52% |
January 31, 2021 | 48.52% |
December 31, 2020 | 48.52% |
November 30, 2020 | 48.52% |
October 31, 2020 | 48.52% |
September 30, 2020 | 48.52% |
August 31, 2020 | 48.52% |
July 31, 2020 | 48.52% |
June 30, 2020 | 48.52% |
May 31, 2020 | 48.52% |
April 30, 2020 | 48.52% |
March 31, 2020 | 45.46% |
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
25.88%
Minimum
May 2019
48.52%
Maximum
Apr 2020
44.69%
Average
48.52%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Park National Corp | 40.25% |
Tompkins Financial Corp | 47.80% |
Blue Ridge Bankshares Inc | 88.27% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 21.73 |
Beta (5Y) | 0.6475 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.26% |
Historical Sharpe Ratio (5Y) | 0.6258 |
Historical Sortino (5Y) | 1.188 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.43% |