First Eagle Risk Adjusted Performance

FEREX Fund  USD 11.53  0.01  0.09%   
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First Eagle Funds has current Risk Adjusted Performance of 0.0228.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.0228
ER[a] = Expected return on investing in First Eagle
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

First Eagle Risk Adjusted Performance Peers Comparison

First Risk Adjusted Performance Relative To Other Indicators

First Eagle Funds is rated # 4 fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  122.59  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for First Eagle Funds is roughly  122.59 
Compare First Eagle to Peers

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