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First Eagle Global I (SGIIX)
On
Dec 24
:
40.42
0.21
(0.52%)
MORE ON SGIIX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
20.78%
Worst 1 Yr Total Return
(2008)
:
-20.87%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SGIIX
Category
Alpha (against Standard Index)
1.72
-0.66
Beta (against Standard Index)
1.08
1.11
Mean Annual Return
2.53
0.10
R-squared (against Standard Index)
96
86.52
Standard Deviation
14.65
15.80
Sharpe Ratio
0.09
N/A
Treynor Ratio
0.24
N/A
5 Years
Statistic
SGIIX
Category
Alpha (against Standard Index)
3.59
0.55
Beta (against Standard Index)
1.09
1.12
Mean Annual Return
8.67
0.51
R-squared (against Standard Index)
93
86.03
Standard Deviation
12.21
13.17
Sharpe Ratio
0.50
N/A
Treynor Ratio
5.22
N/A
10 Years
Statistic
SGIIX
Category
Alpha (against Standard Index)
7.46
1.09
Beta (against Standard Index)
1.03
1.07
Mean Annual Return
12.95
0.55
R-squared (against Standard Index)
83
79.45
Standard Deviation
11.18
12.02
Sharpe Ratio
0.89
N/A
Treynor Ratio
9.77
N/A
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