First Investors Risk Adjusted Performance

FICHX Fund  USD 13.68  0.12  0.88%   
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First Investors Select has current Risk Adjusted Performance of 0.1441.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.1441
ER[a] = Expected return on investing in First Investors
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

First Investors Risk Adjusted Performance Peers Comparison

First Risk Adjusted Performance Relative To Other Indicators

First Investors Select is rated # 3 fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  30.75  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for First Investors Select is roughly  30.76 
Compare First Investors to Peers

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