Ratings & Risk for First Eagle Overseas A (SGOVX)

Morningstar Category: Foreign Small/Mid Value
Number of funds in Category: —
  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year High Low
    25
    5-Year Above Average Low
    21
    10-Year High Low
    16
    Overall High 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 14.99 0.26 0.05
    5-Year 12.84 0.83 0.54
    10-Year 12.11 1.07 0.81
    15-Year 11.48 1.00 0.72
    20-Year
    Trailing data as of 10/31/2009
  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 85.99 0.57 7.76
    3-Year 91.59 0.60 3.63
    5-Year 91.02 0.62 4.47
    10-Year 80.99 0.60 9.42

    MSCI EAFE NR USD

    Trailing data as of 10/31/2009