Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FCBN (First Citizens Bancorporation, Inc.) | NA | 42.45% | 29.43% | 18.52% | 6.43% | NA | NA | … | … |
Data as of 09/30/2014, Common starting date is 01/10/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FCBN (First Citizens Bancorporation, Inc.) | 01/10/2000 | 09/30/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.91 | 42.45 | 29.43 | 18.52 | 6.43 | NA | NA | … | … | 36.82 | 34.96 | 22.76 | -19.37 | 25.97 | 15.14 | -46.23 | -4.98 | -0.37 | 33.65 | 1.24 | 35.99 | 34.39 | 16.33 | -9.26 |
| Sharpe Ratio | NA | 1.18 | 1.00 | 0.64 | 0.18 | NA | NA | … | … | 1.13 | 1.35 | 0.77 | -0.82 | 0.85 | 0.25 | -1.38 | -0.70 | -0.22 | 1.42 | 0.01 | 1.68 | 1.31 | 0.44 | -0.34 |
| Standard Deviation(%) | NA | 35.89 | 29.26 | 28.85 | 30.71 | NA | NA | … | … | 46.22 | 25.88 | 29.70 | 23.52 | 30.39 | 59.07 | 34.15 | 11.43 | 16.39 | 22.13 | 29.75 | 21.03 | 25.40 | 32.37 | 40.25 |
| Draw Down(%) | NA | 14.37 | 14.37 | 26.54 | 72.21 | NA | NA | … | … | 14.37 | 12.15 | 11.82 | 24.74 | 12.04 | 42.43 | 47.59 | 7.66 | 8.67 | 8.71 | 12.62 | 6.87 | 12.47 | 12.28 | 25.93 |
| Yield(%) | 0.00 | 0.22 | 0.35 | 0.37 | 0.28 | 0.40 | 0.30 | … | … | 0.15 | 0.28 | 0.43 | 0.28 | 0.35 | 0.39 | 0.21 | 0.20 | 0.20 | 0.26 | 0.29 | 0.18 | 0.00 | 0.00 | 0.00 |
Data as of 09/30/2014, Common starting date is 01/10/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FCBN (First Citizens Bancorporation, Inc.) |
-29.14%
Feb 2006 – Feb 2009 |
-14.93%
Feb 2004 – Feb 2009 |
2.35%
Feb 2004 – Feb 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FCBN (First Citizens Bancorporation, Inc.) |
28.58%
Dec 2000 – Dec 2003 |
25.09%
Oct 2000 – Oct 2005 |
9.51%
Apr 2000 – Apr 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart