Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FHEJX (First Investors Hedged U.S. Equity Oppor) | NA | 15.98% | 3.02% | 7.74% | 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 |
|---|---|---|
| FHEJX (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 | 15.98 | 3.02 | 7.74 | NA | NA | NA | … | … | 5.21 | 14.32 | -13.71 | -1.75 | 15.64 | 21.86 | -3.23 | 12.26 | -0.10 |
| Sharpe Ratio | NA | 1.48 | 0.04 | 0.38 | NA | NA | NA | … | … | 1.36 | 1.00 | -0.67 | -0.13 | 0.68 | 2.49 | -0.44 | 2.20 | -0.07 |
| Standard Deviation(%) | NA | 8.19 | 15.05 | 15.98 | NA | NA | NA | … | … | 7.05 | 10.16 | 22.53 | 13.83 | 22.61 | 8.22 | 10.37 | 5.31 | 6.84 |
| Draw Down(%) | NA | 8.35 | 19.48 | 25.31 | NA | NA | NA | … | … | 1.85 | 8.35 | 19.12 | 13.71 | 25.31 | 3.86 | 13.33 | 2.20 | 4.00 |
| Yield(%) | 0.00 | 115.91 | 35.79 | 26.77 | 16.00 | 10.67 | 8.00 | … | … | 105.40 | 0.00 | 7.50 | 11.21 | 26.45 | 18.59 | 1.85 | 0.00 | 0.00 |
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 |
|---|---|---|---|---|
| FHEJX (First Investors Hedged U.S. Equity Oppor) |
2.52%
Sep 2019 – Sep 2022 |
4.75%
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 |
|---|---|---|---|---|
| FHEJX (First Investors Hedged U.S. Equity Oppor) |
15.74%
Dec 2018 – Dec 2021 |
11.24%
Oct 2016 – Oct 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart