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    First Eagle Global A (SGENX)

    56.83 Down 0.04(0.07%) Feb 24

    Risk as of Jan 30, 2017Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up39
    Number of Years Down7
    Best 1 Yr Total Return(Dec 30, 2003):37.64%
    Worst 1 Yr Total Return(Dec 30, 2008):-21.06%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticSGENXCategory
    Alpha (against Standard Index)0.04-2.59
    Beta (against Standard Index)1.161.08
    Mean Annual Return0.480.23
    R-squared (against Standard Index)86.9484.28
    Standard Deviation8.217.79
    Sharpe Ratio0.690.35
    Treynor Ratio4.702.25
    5 Years
    StatisticSGENXCategory
    Alpha (against Standard Index)-0.46-2.61
    Beta (against Standard Index)1.181.11
    Mean Annual Return0.640.43
    R-squared (against Standard Index)88.9685.50
    Standard Deviation8.227.94
    Sharpe Ratio0.920.64
    Treynor Ratio6.404.36
    10 Years
    StatisticSGENXCategory
    Alpha (against Standard Index)0.65-1.89
    Beta (against Standard Index)1.111.12
    Mean Annual Return0.580.37
    R-squared (against Standard Index)94.1690.53
    Standard Deviation11.3811.69
    Sharpe Ratio0.550.32
    Treynor Ratio5.182.85