Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FRCCX (First Investors Covered Call Strategy Fu) | NA | 14.12% | 5.64% | 7.68% | NA | NA | NA | … | … |
Data as of 05/29/2024, Common starting date is 04/01/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FRCCX (First Investors Covered Call Strategy Fu) | 04/01/2016 | 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 | 14.12 | 5.64 | 7.68 | NA | NA | NA | … | … | 3.26 | 19.27 | -9.63 | 16.98 | -0.99 | 21.66 | -10.83 | 10.95 | 6.25 |
| Sharpe Ratio | NA | 0.05 | 0.03 | 0.07 | NA | NA | NA | … | … | 0.01 | 1.77 | -0.44 | 1.62 | -0.04 | 2.01 | -0.79 | 1.91 | 1.18 |
| Standard Deviation(%) | NA | 199.62 | 116.28 | 91.13 | NA | NA | NA | … | … | 313.01 | 8.57 | 24.87 | 10.44 | 30.83 | 10.09 | 15.42 | 5.43 | 6.92 |
| Draw Down(%) | NA | 75.53 | 75.53 | 75.53 | NA | NA | NA | … | … | 75.53 | 4.91 | 15.63 | 3.96 | 35.00 | 5.70 | 19.13 | 2.50 | 3.72 |
| Yield(%) | 0.00 | 113.84 | 38.48 | 28.07 | 15.83 | 10.55 | 7.92 | … | … | 103.38 | 5.62 | 9.79 | 0.25 | 1.12 | 1.24 | 1.05 | 1.03 | 0.74 |
Data as of 05/29/2024, Common starting date is 04/01/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FRCCX (First Investors Covered Call Strategy Fu) |
-4.15%
Mar 2017 – Mar 2020 |
2.23%
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 |
|---|---|---|---|---|
| FRCCX (First Investors Covered Call Strategy Fu) |
13.52%
Mar 2020 – Mar 2023 |
8.72%
Dec 2018 – Dec 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart