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First Eagle Overseas A (SGOVX)
On
Dec 2
:
20.30
0.06
(0.30%)
MORE ON SGOVX
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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)
:
22.29%
Worst 1 Yr Total Return
(2008)
:
-20.97%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SGOVX
Category
Alpha (against Standard Index)
3.63
1.33
Beta (against Standard Index)
0.60
1.08
Mean Annual Return
2.05
-0.13
R-squared (against Standard Index)
91
92.55
Standard Deviation
14.98
27.04
Sharpe Ratio
0.05
N/A
Treynor Ratio
-0.62
N/A
5 Years
Statistic
SGOVX
Category
Alpha (against Standard Index)
4.47
0.73
Beta (against Standard Index)
0.62
1.08
Mean Annual Return
9.50
0.67
R-squared (against Standard Index)
91
91.65
Standard Deviation
12.83
22.38
Sharpe Ratio
0.54
N/A
Treynor Ratio
10.52
N/A
10 Years
Statistic
SGOVX
Category
Alpha (against Standard Index)
9.43
5.32
Beta (against Standard Index)
0.60
1.02
Mean Annual Return
12.77
0.75
R-squared (against Standard Index)
80
78.55
Standard Deviation
12.11
20.91
Sharpe Ratio
0.81
N/A
Treynor Ratio
16.21
N/A
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