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First Citizens BancShares Inc (Delaware)
FCNCAAdd to Watchlist
2068.010USD
-53.720-2.53%
Close 09-22 16:00（ET）
23.97BMarket Cap
11.93P/E TTM
Risk Assessment
Currency: USD Updated: 2026-09-22Beta vs S&P 500 index
0.62
VaR
+3.19%
240-Day Maximum Drawdown
+19.86%
240-Day Volatility
+29.50%
Return
Best Daily Return
60 days
+6.51%
120 days
+6.51%
5 years
+53.74%
Worst Daily Return
60 days
-2.82%
120 days
-3.40%
5 years
-12.24%
Sharpe Ratio
60 days
-0.03
120 days
+1.06
5 years
+0.66
Risk Assessment
Maximum Drawdown
240 days
+19.86%
3 years
+33.63%
5 years
+43.82%
Return-to-Drawdown Ratio
240 days
+1.04
3 years
+0.47
5 years
+0.73
Skewness
240 days
-0.56
3 years
+0.80
5 years
+7.28
Volatility
Realised Volatility
240 days
+29.50%
5 years
+39.32%
Standardised True Range
240 days
+2.47%
5 years
+2.01%
Downside Risk-Adjusted Return
120 days
+199.25%
240 days
+199.25%
Maximum Daily Upside Volatility
60 days
+19.03%
Maximum Daily Downside Volatility
60 days
+17.84%
Liquidity
Average Turnover Rate
60 days
+0.54%
120 days
+0.55%
5 years
--
Turnover Deviation
20 days
-32.16%
60 days
-24.54%
120 days
-22.79%