Ratings & Risk for First Eagle Overseas I (SGOIX)

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 High 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 14.97 0.28 0.07
    5-Year 12.82 0.85 0.56
    10-Year 12.11 1.09 0.83
    15-Year 11.49 1.02 0.74
    20-Year
    Trailing data as of 10/31/2009
  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 86.12 0.57 8.01
    3-Year 91.60 0.60 3.88
    5-Year 91.04 0.62 4.72
    10-Year 81.08 0.60 9.66

    MSCI EAFE NR USD

    Trailing data as of 10/31/2009