Ratings & Risk for First Eagle Global A (SGENX)

Morningstar Category: World Allocation
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Average Average
    		34
    5-Year Above Average Average
    		23
    10-Year High Below Average
    		19
    Overall Above Average Average
    		—
    Morningstar's Overall Rating is derived from a weighted average of the fund's 3, 5 and 10 year rating,
    which are based on risk-adjusted performance. Data as of 10/31/2009

  • Volatility Data

    Standard Deviation Mean Sharpe Ratio
    3-Year 14.64 0.27 0.06
    5-Year 12.31 0.77 0.51
    10-Year 11.15 1.04 0.85
    15-Year 10.24 0.94 0.75
    20-Year 9.34 0.95 0.79
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 96.21 1.12 1.19
    3-Year 96.07 1.09 1.99
    5-Year 93.19 1.10 3.84
    10-Year 83.54 1.03 7.21

    Morningstar Moderate Target Risk

    Trailing data as of 10/31/2009