Ratings & Risk for First Eagle Global I (SGIIX)

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

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Above Average Average
    		34
    5-Year Above Average Average
    		23
    10-Year High Average
    		19
    Overall High 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 14.65 0.29 0.08
    5-Year 12.32 0.79 0.53
    10-Year 11.16 1.06 0.87
    15-Year 10.25 0.96 0.76
    20-Year 9.34 0.96 0.80
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 96.26 1.12 1.45
    3-Year 96.08 1.09 2.24
    5-Year 93.20 1.10 4.09
    10-Year 83.80 1.03 7.45

    Morningstar Moderate Target Risk

    Trailing data as of 10/31/2009