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Saturday, December 5, 2009, 10:00PM ET - U.S. Markets Closed. Dow Up 0.22% Nasdaq Up 0.98%
First Eagle Overseas I (SGOIX)On Dec 4: 20.47  Down 0.26 (1.25%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Low
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):22.55%
Worst 1 Yr Total Return (2008):-20.75%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticSGOIXCategory
Alpha (against Standard Index)3.881.33
Beta (against Standard Index)0.601.08
Mean Annual Return2.31-0.13
R-squared (against Standard Index)9192.55
Standard Deviation14.9727.04
Sharpe Ratio0.07N/A
Treynor Ratio-0.17N/A
5 Years
StatisticSGOIXCategory
Alpha (against Standard Index)4.720.73
Beta (against Standard Index)0.621.08
Mean Annual Return9.770.67
R-squared (against Standard Index)9191.65
Standard Deviation12.8222.38
Sharpe Ratio0.56N/A
Treynor Ratio10.98N/A
10 Years
StatisticSGOIXCategory
Alpha (against Standard Index)9.665.32
Beta (against Standard Index)0.611.02
Mean Annual Return13.030.75
R-squared (against Standard Index)8178.55
Standard Deviation12.1020.91
Sharpe Ratio0.83N/A
Treynor Ratio16.64N/A

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