FIRST INVESTORS Market Risk Adjusted Performance
| FTOTX Fund | | | USD 12.11 0.02 0.17% |
The Market Risk Adjusted Performance lookup presents technical context for First Investors Tax and related instruments. Data availability can vary by region and feed;
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Investing Opportunities provides context for diversified portfolio design. Broader allocation clarity strengthens diversification analysis. The allocation includes a position in First Investors Tax inside the allocation mix. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in population.
First Investors Tax has current Market Risk Adjusted Performance of 0.1588.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1588 | |
| ER[a] | = | Expected return on investing in FIRST INVESTORS |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
FIRST INVESTORS Market Risk Adjusted Performance Peers Comparison
FIRST Market Risk Adjusted Performance Relative To Other Indicators
First Investors Tax is rated
third in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
6.67 of Maximum Drawdown per Market Risk Adjusted Performance. At
6.67 , First Investors Tax's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
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