Ratings & Risk for First Eagle Gold C (FEGOX)

Morningstar Category: Equity Precious Metals
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Above Average Low
    		20
    5-Year Average Low
    		20
    10-Year Above Average Low
    		19
    Overall Average Low
    		—
    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 33.98 1.42 0.43
    5-Year 30.56 1.53 0.50
    10-Year 29.61 1.82 0.64
    15-Year 28.71 1.02 0.30
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 35.63 53.95 -16.57
    3-Year 0.79 6.20 6.63
    5-Year 0.31 3.95 12.46
    10-Year 0.13 3.16 16.99

    ML USD LIBOR 3 Mon CM

    Trailing data as of 10/31/2009