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First Eagle Overseas C (FESOX)
On
Dec 7
:
19.79
0.13
(0.66%)
MORE ON FESOX
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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)
:
21.39%
Worst 1 Yr Total Return
(2008)
:
-21.51%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FESOX
Category
Alpha (against Standard Index)
2.87
1.33
Beta (against Standard Index)
0.60
1.08
Mean Annual Return
1.28
-0.13
R-squared (against Standard Index)
91
92.55
Standard Deviation
14.99
27.04
Sharpe Ratio
0.00
N/A
Treynor Ratio
-1.91
N/A
5 Years
Statistic
FESOX
Category
Alpha (against Standard Index)
3.71
0.73
Beta (against Standard Index)
0.62
1.08
Mean Annual Return
8.68
0.67
R-squared (against Standard Index)
91
91.65
Standard Deviation
12.83
22.38
Sharpe Ratio
0.48
N/A
Treynor Ratio
9.18
N/A
10 Years
Statistic
FESOX
Category
Alpha (against Standard Index)
8.68
5.32
Beta (against Standard Index)
0.61
1.02
Mean Annual Return
11.94
0.75
R-squared (against Standard Index)
81
78.55
Standard Deviation
12.11
20.91
Sharpe Ratio
0.75
N/A
Treynor Ratio
14.83
N/A
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