Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FHELX (First Investors Hedged U.S. Equity Oppor) | NA | 16.26% | 3.35% | 8.15% | NA | NA | NA | … | … |
Data as of 05/29/2024, Common starting date is 08/04/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FHELX (First Investors Hedged U.S. Equity Oppor) | 08/04/2016 | 05/29/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 16.26 | 3.35 | 8.15 | NA | NA | NA | … | … | 5.24 | 14.71 | -13.40 | 10.06 | 16.62 | 22.40 | -2.84 | 12.85 | 0.02 |
| Sharpe Ratio | NA | 1.52 | 0.06 | 0.41 | NA | NA | NA | … | … | 1.33 | 1.05 | -0.66 | 1.04 | 0.72 | 2.54 | -0.40 | 2.33 | -0.03 |
| Standard Deviation(%) | NA | 8.17 | 14.98 | 15.94 | NA | NA | NA | … | … | 7.22 | 10.04 | 22.47 | 9.64 | 22.64 | 8.26 | 10.34 | 5.27 | 6.75 |
| Draw Down(%) | NA | 8.16 | 19.21 | 25.30 | NA | NA | NA | … | … | 1.88 | 8.16 | 18.86 | 5.36 | 25.30 | 3.81 | 13.21 | 2.12 | 3.90 |
| Yield(%) | 0.00 | 0.00 | 5.77 | 11.29 | 6.95 | 4.63 | 3.48 | … | … | 0.00 | 0.00 | 7.28 | 10.96 | 26.12 | 18.88 | 1.85 | 0.00 | 0.02 |
Data as of 05/29/2024, Common starting date is 08/04/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FHELX (First Investors Hedged U.S. Equity Oppor) |
2.91%
Nov 2020 – Nov 2023 |
5.21%
Sep 2017 – Sep 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FHELX (First Investors Hedged U.S. Equity Oppor) |
16.25%
Dec 2018 – Dec 2021 |
11.73%
Oct 2016 – Oct 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart