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Sunday, December 27, 2009, 10:43PM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
First Eagle Global I (SGIIX)On Dec 24: 40.42  Up 0.21 (0.52%)  
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Risk  As of 30-Nov-09Get 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
StatisticSGIIXCategory
Alpha (against Standard Index)1.72-0.66
Beta (against Standard Index)1.081.11
Mean Annual Return2.530.10
R-squared (against Standard Index)9686.52
Standard Deviation14.6515.80
Sharpe Ratio0.09N/A
Treynor Ratio0.24N/A
5 Years
StatisticSGIIXCategory
Alpha (against Standard Index)3.590.55
Beta (against Standard Index)1.091.12
Mean Annual Return8.670.51
R-squared (against Standard Index)9386.03
Standard Deviation12.2113.17
Sharpe Ratio0.50N/A
Treynor Ratio5.22N/A
10 Years
StatisticSGIIXCategory
Alpha (against Standard Index)7.461.09
Beta (against Standard Index)1.031.07
Mean Annual Return12.950.55
R-squared (against Standard Index)8379.45
Standard Deviation11.1812.02
Sharpe Ratio0.89N/A
Treynor Ratio9.77N/A

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