Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FBCBX (First Investors Blue Chip B) | NA | -3.24% | 14.47% | -2.56% | 0.45% | 0.08% | NA | … | … |
Data as of 02/24/2012, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FBCBX (First Investors Blue Chip B) | 06/21/1996 | 02/24/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -3.24 | 14.47 | -2.56 | 0.45 | 0.08 | NA | … | … | 0.00 | 0.05 | 7.64 | 20.31 | -33.19 | 2.88 | 13.03 | 2.56 | 5.74 | 24.30 | -26.71 | -19.90 | -17.16 | 16.58 | 13.57 | 25.20 | 4.76 |
| Sharpe Ratio | NA | -0.16 | 0.75 | -0.14 | -0.03 | NA | NA | … | … | 0.00 | 0.00 | 0.46 | 0.85 | -0.91 | -0.01 | 1.03 | 0.04 | 0.44 | 1.45 | -1.22 | -1.10 | -0.77 | 0.67 | 0.55 | -1.65 | 0.41 |
| Standard Deviation(%) | NA | 20.38 | 19.18 | 24.13 | 20.07 | NA | NA | … | … | NA | 20.50 | 16.28 | 23.85 | 37.42 | 15.05 | 9.46 | 10.01 | 10.99 | 16.33 | 22.80 | 20.44 | 27.62 | 19.85 | 18.79 | 18.16 | 13.95 |
| Draw Down(%) | NA | 19.10 | 19.10 | 52.24 | 52.24 | NA | NA | … | … | 0.00 | 19.10 | 15.41 | 26.03 | 43.04 | 9.45 | 7.67 | 7.33 | 11.22 | 13.39 | 34.40 | 31.16 | 29.43 | 10.23 | 21.94 | 12.48 | 7.01 |
| Yield(%) | 0.00 | 0.24 | 0.27 | 0.10 | 0.06 | 0.55 | 0.47 | … | … | 0.00 | 0.25 | 0.32 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 8.42 | 0.00 |
Data as of 02/24/2012, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FBCBX (First Investors Blue Chip B) |
-24.39%
Mar 2000 – Mar 2003 |
-11.05%
Mar 1998 – Mar 2003 |
-6.89%
Feb 1999 – Feb 2009 |
-0.05%
Sep 1996 – Sep 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FBCBX (First Investors Blue Chip B) |
20.54%
Mar 1997 – Mar 2000 |
11.41%
Sep 2002 – Sep 2007 |
2.08%
Dec 1996 – Dec 2006 |
1.27%
Jul 1996 – Jul 2011 |
Annualized Rolling Returns Comparison Chart