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First Eagle of America Y (FEAFX)
On
Dec 8
:
20.73
0.18
(0.86%)
MORE ON FEAFX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
15.91%
Worst 1 Yr Total Return
(2008)
:
-30.74%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FEAFX
Category
Alpha (against Standard Index)
3.52
2.78
Beta (against Standard Index)
0.83
1.14
Mean Annual Return
-2.16
-0.31
R-squared (against Standard Index)
79
88.48
Standard Deviation
18.24
23.83
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-5.51
N/A
5 Years
Statistic
FEAFX
Category
Alpha (against Standard Index)
2.85
2.11
Beta (against Standard Index)
0.83
1.17
Mean Annual Return
3.62
0.29
R-squared (against Standard Index)
79
86.78
Standard Deviation
14.90
20.06
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.72
N/A
10 Years
Statistic
FEAFX
Category
Alpha (against Standard Index)
5.12
6.25
Beta (against Standard Index)
0.68
1.05
Mean Annual Return
5.57
0.54
R-squared (against Standard Index)
71
72.80
Standard Deviation
13.04
19.97
Sharpe Ratio
0.26
N/A
Treynor Ratio
3.81
N/A
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