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First Eagle Overseas I (SGOIX)
On
Dec 4
:
20.47
0.26
(1.25%)
MORE ON SGOIX
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Risk
As of 31-Oct-09
Get
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
Statistic
SGOIX
Category
Alpha (against Standard Index)
3.88
1.33
Beta (against Standard Index)
0.60
1.08
Mean Annual Return
2.31
-0.13
R-squared (against Standard Index)
91
92.55
Standard Deviation
14.97
27.04
Sharpe Ratio
0.07
N/A
Treynor Ratio
-0.17
N/A
5 Years
Statistic
SGOIX
Category
Alpha (against Standard Index)
4.72
0.73
Beta (against Standard Index)
0.62
1.08
Mean Annual Return
9.77
0.67
R-squared (against Standard Index)
91
91.65
Standard Deviation
12.82
22.38
Sharpe Ratio
0.56
N/A
Treynor Ratio
10.98
N/A
10 Years
Statistic
SGOIX
Category
Alpha (against Standard Index)
9.66
5.32
Beta (against Standard Index)
0.61
1.02
Mean Annual Return
13.03
0.75
R-squared (against Standard Index)
81
78.55
Standard Deviation
12.10
20.91
Sharpe Ratio
0.83
N/A
Treynor Ratio
16.64
N/A
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