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First Eagle Gold A (SGGDX)
On
Dec 22
:
26.15
0.03
(0.11%)
MORE ON SGGDX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2005)
:
26.25%
Worst 1 Yr Total Return
(2008)
:
-14.27%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SGGDX
Category
Alpha (against Standard Index)
11.96
10.54
Beta (against Standard Index)
5.13
5.79
Mean Annual Return
16.04
1.70
R-squared (against Standard Index)
1
0.49
Standard Deviation
34.91
45.29
Sharpe Ratio
0.53
N/A
Treynor Ratio
2.69
N/A
5 Years
Statistic
SGGDX
Category
Alpha (against Standard Index)
15.65
19.07
Beta (against Standard Index)
3.69
2.91
Mean Annual Return
17.92
2.02
R-squared (against Standard Index)
0
0.16
Standard Deviation
31.23
40.09
Sharpe Ratio
0.59
N/A
Treynor Ratio
4.05
N/A
10 Years
Statistic
SGGDX
Category
Alpha (against Standard Index)
19.71
19.59
Beta (against Standard Index)
3.17
3.26
Mean Annual Return
22.00
2.03
R-squared (against Standard Index)
0
0.14
Standard Deviation
29.93
35.61
Sharpe Ratio
0.72
N/A
Treynor Ratio
6.03
N/A
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