Ratings & Risk for First Eagle Overseas C (FESOX)

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 Above Average Low
    		16
    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 14.99 0.20 0.00
    5-Year 12.84 0.76 0.48
    10-Year 12.11 1.01 0.75
    15-Year 11.48 0.94 0.66
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 85.97 0.57 6.92
    3-Year 91.59 0.60 2.87
    5-Year 91.03 0.62 3.71
    10-Year 81.13 0.60 8.68

    MSCI EAFE NR USD

    Trailing data as of 10/31/2009