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First Eagle Global C (FESGX)
On
Dec 23
:
39.54
0.06
(0.15%)
MORE ON FESGX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
19.60%
Worst 1 Yr Total Return
(2008)
:
-21.67%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FESGX
Category
Alpha (against Standard Index)
0.70
-0.66
Beta (against Standard Index)
1.08
1.11
Mean Annual Return
1.49
0.10
R-squared (against Standard Index)
95
86.52
Standard Deviation
14.64
15.80
Sharpe Ratio
0.02
N/A
Treynor Ratio
-0.72
N/A
5 Years
Statistic
FESGX
Category
Alpha (against Standard Index)
2.58
0.55
Beta (against Standard Index)
1.09
1.12
Mean Annual Return
7.58
0.51
R-squared (against Standard Index)
93
86.03
Standard Deviation
12.20
13.17
Sharpe Ratio
0.42
N/A
Treynor Ratio
4.22
N/A
10 Years
Statistic
FESGX
Category
Alpha (against Standard Index)
6.46
1.09
Beta (against Standard Index)
1.02
1.07
Mean Annual Return
11.83
0.55
R-squared (against Standard Index)
83
79.45
Standard Deviation
11.18
12.02
Sharpe Ratio
0.80
N/A
Treynor Ratio
8.69
N/A
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