Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FRCDX (First Investors Covered Call Strategy Fu) | NA | 14.40% | 5.90% | 7.98% | 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 |
|---|---|---|
| FRCDX (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 | 14.40 | 5.90 | 7.98 | NA | NA | NA | … | … | 3.40 | 19.51 | -9.41 | 17.28 | -0.70 | 22.03 | -10.58 | 11.41 | 6.41 |
| Sharpe Ratio | NA | 0.05 | 0.03 | 0.07 | NA | NA | NA | … | … | 0.02 | 1.80 | -0.43 | 1.64 | -0.03 | 2.04 | -0.77 | 1.97 | 1.21 |
| Standard Deviation(%) | NA | 200.95 | 117.05 | 91.73 | NA | NA | NA | … | … | 315.11 | 8.55 | 24.95 | 10.52 | 30.87 | 10.11 | 15.36 | 5.49 | 6.95 |
| Draw Down(%) | NA | 75.76 | 75.76 | 75.76 | NA | NA | NA | … | … | 75.76 | 4.86 | 15.56 | 3.90 | 34.97 | 5.63 | 19.00 | 2.47 | 3.72 |
| Yield(%) | 0.00 | 114.10 | 38.72 | 28.36 | 16.07 | 10.71 | 8.04 | … | … | 103.44 | 5.98 | 10.06 | 0.58 | 1.31 | 1.52 | 1.43 | 1.35 | 1.19 |
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 |
|---|---|---|---|---|
| FRCDX (First Investors Covered Call Strategy Fu) |
-3.86%
Mar 2017 – Mar 2020 |
2.50%
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 |
|---|---|---|---|---|
| FRCDX (First Investors Covered Call Strategy Fu) |
13.79%
Mar 2020 – Mar 2023 |
9.00%
Dec 2018 – Dec 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart