Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FRCEX (First Investors Covered Call Strategy Fu) | NA | 14.43% | 6.03% | 8.12% | 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 |
|---|---|---|
| FRCEX (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 | 14.43 | 6.03 | 8.12 | NA | NA | NA | … | … | 3.39 | 19.59 | -9.27 | 17.50 | -0.53 | 22.30 | -10.51 | 11.58 | 6.60 |
| Sharpe Ratio | NA | 0.05 | 0.03 | 0.07 | NA | NA | NA | … | … | 0.02 | 1.80 | -0.43 | 1.66 | -0.02 | 2.06 | -0.77 | 2.02 | 1.25 |
| Standard Deviation(%) | NA | 203.69 | 118.63 | 92.94 | NA | NA | NA | … | … | 319.40 | 8.61 | 25.09 | 10.54 | 30.99 | 10.12 | 15.42 | 5.45 | 6.91 |
| Draw Down(%) | NA | 76.22 | 76.22 | 76.22 | NA | NA | NA | … | … | 76.22 | 4.86 | 15.50 | 3.91 | 34.95 | 5.58 | 18.94 | 2.43 | 3.71 |
| Yield(%) | 0.00 | 114.12 | 38.83 | 28.52 | 16.19 | 10.79 | 8.10 | … | … | 103.51 | 6.00 | 10.28 | 0.71 | 1.19 | 1.83 | 2.30 | 1.43 | 1.27 |
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 |
|---|---|---|---|---|
| FRCEX (First Investors Covered Call Strategy Fu) |
-3.73%
Mar 2017 – Mar 2020 |
2.67%
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 |
|---|---|---|---|---|
| FRCEX (First Investors Covered Call Strategy Fu) |
14.01%
Mar 2020 – Mar 2023 |
9.17%
Dec 2018 – Dec 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart