| FESAX Fund | | | USD 11.40 0.06 0.53% |
First Eagle market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for First Eagle Small or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
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First Eagle Small has current Market Risk Adjusted Performance of 0.095.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.095 | |
| ER[a] | = | Expected return on investing in First Eagle |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
First Eagle Market Risk Adjusted Performance Peers Comparison
First Market Risk Adjusted Performance Relative To Other Indicators
First Eagle Small is rated
below average in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
69.73 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for First Eagle Small is roughly
69.73
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