FIRST EAGLE Information Ratio
| SGOIX Fund | | | USD 34.59 0.30 0.87% |
The Information Ratio measures excess return (alpha) per unit of tracking error relative to a benchmark. Unlike the Sharpe Ratio, which uses total volatility, the Information Ratio isolates only the variability of the alpha component — the return attributable to active decisions rather than passive market exposure. Below is FIRST EAGLE's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
At 0.0209, FIRST EAGLE's Information Ratio indicates positive but modest excess return per unit of tracking risk. FIRST EAGLE has outperformed its benchmark, though the margin is limited relative to the tracking error incurred.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | 0.0209 | |
Information Ratio Peers Comparison
FIRST EAGLE falls below the 0.03 peer average for Information Ratio. Columbia Trarian Core leads at 0.1077 while Vanguard Financials Index registers the lowest at -0.0637. FIRST EAGLE's risk-adjusted return trails the peer average, indicating less efficient compensation for the risk incurred.
Information Ratio Relative To Other Indicators
The chart below plots Information Ratio against Maximum Drawdown for First Eagle and its peers. Each point represents one equity — position along the horizontal axis shows Information Ratio while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
FIRST EAGLE's Maximum Drawdown of
5.22 runs about
249.56 times its Information Ratio of
0.02 . This indicates Maximum Drawdown substantially exceeds Information Ratio for FIRST EAGLE.
Methodology, Assumptions & Data Sources
FIRST EAGLE has a current Information Ratio reading of 0.0209. Information Ratio for FIRST EAGLE is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. FIRST EAGLE operates in the foreign large blend sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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