First Eagle High Yield Fund

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 5.77
Mean 0.63
Sharpe Ratio 1.3
Bear Market Decile Rank 42

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
Barclays US Agg Bond TR USD
Best Fit Index
R-Squared 0.61
Beta 0.16
Alpha 6.94

See Also:

Top First Eagle Funds