Ratings & Risk for First Eagle Gold A (SGGDX)

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 Above 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 34.01 1.49 0.45
    5-Year 30.58 1.59 0.53
    10-Year 29.64 1.88 0.66
    15-Year 28.73 1.08 0.32
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 35.56 53.94 -15.78
    3-Year 0.79 6.19 7.38
    5-Year 0.31 3.94 13.22
    10-Year 0.13 3.16 17.75

    ML USD LIBOR 3 Mon CM

    Trailing data as of 10/31/2009