Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FIZN (First Citizens Bancshares Inc) | NA | 27.21% | 2.16% | 7.10% | 6.77% | NA | NA | … | … |
Data as of 02/14/2025, Common starting date is 09/26/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FIZN (First Citizens Bancshares Inc) | 09/26/2012 | 02/14/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.50 | 27.21 | 2.16 | 7.10 | 6.77 | NA | NA | … | … | 29.70 | -1.30 | -5.84 | -11.10 | 31.33 | -8.33 | 2.75 | 8.25 | 17.36 | 8.15 | 15.54 | 16.45 | 3.51 | 1.17 |
| Sharpe Ratio | NA | 0.86 | -0.02 | 0.15 | 0.16 | NA | NA | … | … | 9.81 | -0.49 | -0.22 | -0.31 | 1.41 | -0.24 | 0.05 | 0.21 | 0.28 | 0.36 | 1.44 | 0.54 | 2.26 | 2.83 |
| Standard Deviation(%) | NA | 27.57 | 37.11 | 35.13 | 34.78 | NA | NA | … | … | 73.87 | 10.06 | 43.44 | 38.81 | 23.76 | 36.37 | 25.21 | 32.19 | 60.71 | 22.14 | 10.78 | 30.56 | 1.54 | 1.64 |
| Draw Down(%) | NA | 8.67 | 36.51 | 36.51 | 36.51 | NA | NA | … | … | 0.00 | 8.67 | 29.30 | 24.76 | 8.50 | 33.49 | 12.48 | 12.67 | 28.22 | 8.50 | 4.49 | 13.00 | 0.00 | 0.00 |
| Yield(%) | 0.00 | 2.23 | 2.34 | 2.67 | 3.08 | 3.03 | 2.28 | … | … | 0.50 | 2.23 | 2.46 | 3.16 | 1.98 | 2.90 | 2.69 | 2.00 | 2.39 | 2.89 | 2.67 | 2.65 | 3.44 | 1.16 |
Data as of 02/14/2025, Common starting date is 09/26/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FIZN (First Citizens Bancshares Inc) |
-8.16%
Oct 2021 – Oct 2024 |
-0.47%
Aug 2019 – Aug 2024 |
4.47%
Aug 2014 – Aug 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FIZN (First Citizens Bancshares Inc) |
17.33%
Aug 2014 – Aug 2017 |
13.07%
Nov 2013 – Nov 2018 |
8.47%
Apr 2013 – Apr 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart