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First Eagle of America C (FEAMX)
On
Nov 30
:
17.98
0.07
(0.39%)
MORE ON FEAMX
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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
(2006)
:
14.95%
Worst 1 Yr Total Return
(2008)
:
-31.30%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FEAMX
Category
Alpha (against Standard Index)
2.78
2.78
Beta (against Standard Index)
0.83
1.14
Mean Annual Return
-2.88
-0.31
R-squared (against Standard Index)
79
88.48
Standard Deviation
18.23
23.83
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-6.38
N/A
5 Years
Statistic
FEAMX
Category
Alpha (against Standard Index)
2.11
2.11
Beta (against Standard Index)
0.83
1.17
Mean Annual Return
2.86
0.29
R-squared (against Standard Index)
80
86.78
Standard Deviation
14.89
20.06
Sharpe Ratio
0.07
N/A
Treynor Ratio
-0.20
N/A
10 Years
Statistic
FEAMX
Category
Alpha (against Standard Index)
4.31
6.25
Beta (against Standard Index)
0.68
1.05
Mean Annual Return
4.72
0.54
R-squared (against Standard Index)
71
72.80
Standard Deviation
13.03
19.97
Sharpe Ratio
0.20
N/A
Treynor Ratio
2.57
N/A
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