Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| First Investors Life Ins Co TAX TAMER I A SHARES Tactical Asset Allocation Moderate | NA | 18.66% | 8.92% | 7.06% | 5.44% | 6.60% | 6.41% | … | … |
Data as of 10/29/2021, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| First Investors Life Ins Co TAX TAMER I A SHARES Tactical Asset Allocation Moderate | 12/31/2000 | 12/31/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.39 | 18.66 | 8.92 | 7.06 | 5.44 | 6.60 | 6.41 | … | … | 5.81 | 12.01 | 9.83 | -4.14 | 10.58 | 5.03 | -3.83 | 2.06 | 9.26 | 7.17 | 4.52 | 10.62 | 19.55 | -0.66 | 8.79 | 10.09 | 0.63 | 7.79 | 17.55 | -1.16 | 5.15 |
| Sharpe Ratio | NA | 0.85 | 1.11 | 0.86 | 0.81 | NA | NA | … | … | 0.85 | 1.11 | 1.79 | -0.85 | 2.50 | 1.19 | -0.72 | 0.42 | 1.44 | 2.10 | 0.70 | 1.39 | 3.51 | -0.35 | 0.62 | 1.51 | -0.41 | 1.60 | 3.88 | -0.52 | 0.62 |
| Standard Deviation(%) | NA | 6.80 | 7.75 | 6.89 | 5.99 | NA | NA | … | … | 6.80 | 10.58 | 4.71 | 6.38 | 3.99 | 4.04 | 5.39 | 4.89 | 6.41 | 3.38 | 6.44 | 7.59 | 5.55 | 4.53 | 9.39 | 4.52 | 3.80 | 4.28 | 4.34 | 4.38 | 4.59 |
| Draw Down(%) | NA | 3.94 | 17.82 | 17.82 | 17.82 | NA | NA | … | … | 3.94 | 17.82 | 2.61 | 8.22 | 1.61 | 4.27 | 7.36 | 5.06 | 5.20 | 3.21 | 3.59 | 7.31 | 2.89 | 5.57 | 7.38 | 3.70 | 3.32 | 4.07 | 2.54 | 6.59 | 3.41 |
| Yield(%) | NA | 1.67 | 4.93 | 4.18 | 3.79 | NA | NA | … | … | 1.67 | 6.31 | 6.77 | 5.63 | 0.35 | 3.35 | 2.11 | 3.88 | 3.72 | 4.00 | 2.13 | 3.54 | 3.87 | 2.96 | 3.25 | 4.12 | 3.94 | 4.29 | 6.22 | 4.56 | 6.13 |
Data as of 10/29/2021, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| First Investors Life Ins Co TAX TAMER I A SHARES Tactical Asset Allocation Moderate |
1.02%
Dec 2013 – Dec 2016 |
1.79%
Dec 2013 – Dec 2018 |
3.76%
Apr 2010 – Apr 2020 |
5.45%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| First Investors Life Ins Co TAX TAMER I A SHARES Tactical Asset Allocation Moderate |
12.28%
Feb 2009 – Feb 2012 |
10.26%
Feb 2009 – Feb 2014 |
8.58%
Nov 2002 – Nov 2012 |
7.24%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart