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    First Eagle Gold A (SGGDX)

    19.27 Up 0.22(1.15%) Jun 27

    Risk as of May 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up11
    Number of Years Down11
    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)-1.20-0.48
    Beta (against Standard Index)0.420.58
    Mean Annual Return0.110.24
    R-squared (against Standard Index)2.113.01
    Standard Deviation34.4941.08
    Sharpe Ratio0.030.07
    Treynor Ratio-10.57-8.88
    5 Years
    StatisticSGGDXCategory
    Alpha (against Standard Index)-11.57-13.94
    Beta (against Standard Index)0.470.63
    Mean Annual Return-0.73-0.85
    R-squared (against Standard Index)4.135.62
    Standard Deviation31.1037.07
    Sharpe Ratio-0.28-0.28
    Treynor Ratio-27.35-25.49
    10 Years
    StatisticSGGDXCategory
    Alpha (against Standard Index)1.390.08
    Beta (against Standard Index)0.530.82
    Mean Annual Return0.410.41
    R-squared (against Standard Index)8.7314.52
    Standard Deviation30.5737.33
    Sharpe Ratio0.130.11
    Treynor Ratio-1.36-3.52