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 Dow Down0.42% Nasdaq Down0.52%

First Eagle Gold A (SGGDX)

18.63 Down 0.13(0.69%) Jul 10

Risk as of Jun 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:1
Number of Years Up11
Number of Years Down9
Best 1 Yr Total Return(Dec 30, 2002):106.97%
Worst 1 Yr Total Return(Dec 30, 2013):-46.99%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticSGGDXCategory
Alpha (against Standard Index)-18.68-29.87
Beta (against Standard Index)0.500.64
Mean Annual Return-1.10-1.97
R-squared (against Standard Index)6.399.27
Standard Deviation28.2630.98
Sharpe Ratio-0.47-0.77
Treynor Ratio-31.87-40.68
5 Years
StatisticSGGDXCategory
Alpha (against Standard Index)-5.34-13.67
Beta (against Standard Index)0.490.66
Mean Annual Return0.15-0.36
R-squared (against Standard Index)7.5011.24
Standard Deviation26.6930.40
Sharpe Ratio0.06-0.15
Treynor Ratio-3.73-13.80
10 Years
StatisticSGGDXCategory
Alpha (against Standard Index)4.921.79
Beta (against Standard Index)0.620.91
Mean Annual Return0.900.82
R-squared (against Standard Index)12.8119.87
Standard Deviation28.6434.47
Sharpe Ratio0.320.24
Treynor Ratio8.752.65