First Investors Related Correlations
FPIMX Fund | USD 5.29 0.00 0.00% |
Correlations
0.82 | 0.73 | 0.83 | 0.94 | JIESX | ||
0.82 | 0.92 | 0.98 | 0.94 | VSNGX | ||
0.73 | 0.92 | 0.93 | 0.87 | JEMSX | ||
0.83 | 0.98 | 0.93 | 0.94 | JUESX | ||
0.94 | 0.94 | 0.87 | 0.94 | TGVIX | ||
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Risk-Adjusted Indicators
There is a big difference between First Mutual Fund performing well and First Investors Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze First Investors' multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
---|---|---|---|---|---|---|---|---|---|---|
JIESX | 0.48 | 0.07 | 0.07 | 0.18 | 0.44 | 1.17 | 3.03 | |||
VSNGX | 0.58 | (0.03) | (0.02) | 0.06 | 0.72 | 1.24 | 2.99 | |||
JEMSX | 0.56 | (0.02) | (0.05) | 0.06 | 0.70 | 1.28 | 4.01 | |||
JUESX | 0.60 | 0.00 | 0.00 | 0.08 | 0.59 | 1.39 | 3.49 | |||
TGVIX | 0.42 | 0.05 | 0.03 | 0.17 | 0.22 | 1.00 | 2.27 |