First Eagle Risk Adjusted Performance

FESAX Fund  USD 11.08  0.06  0.54%   
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First Eagle Small has current Risk Adjusted Performance of 0.1255.

RAP

 = 

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

RFR

 = 
0.1255
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 Small is one of the top funds in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  52.72  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for First Eagle Small is roughly  52.72 
Compare First Eagle to Peers

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