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First Eagle US Value A (FEVAX)
On
Dec 3
:
14.88
0.07
(0.47%)
MORE ON FEVAX
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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)
:
14.67%
Worst 1 Yr Total Return
(2008)
:
-23.09%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FEVAX
Category
Alpha (against Standard Index)
4.30
0.38
Beta (against Standard Index)
0.68
1.00
Mean Annual Return
0.47
-0.41
R-squared (against Standard Index)
89
95.50
Standard Deviation
14.01
20.09
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-2.87
N/A
5 Years
Statistic
FEVAX
Category
Alpha (against Standard Index)
3.29
0.26
Beta (against Standard Index)
0.67
1.01
Mean Annual Return
4.82
0.16
R-squared (against Standard Index)
87
94.84
Standard Deviation
11.36
16.47
Sharpe Ratio
0.21
N/A
Treynor Ratio
2.70
N/A
10 Years
Statistic
FEVAX
Category
Alpha (against Standard Index)
N/A
0.84
Beta (against Standard Index)
N/A
0.97
Mean Annual Return
N/A
0.11
R-squared (against Standard Index)
N/A
91.16
Standard Deviation
N/A
16.35
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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