First Eagle Related Correlations

FESOX Fund

USD 23.34 0.04 0.17%

Generate correlation matrix for First Eagle and other related equities to check the degree to which First Eagle Overseas price movement is correlated to its related entities. Use comma (,) to separate each symbol. If not specified, the peers will be provided automatically based on Macroaxis sector classification standards for First Eagle Overseas. To filter out specific equities, please toggle its corresponding legend item. Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in First Eagle Overseas. Also, note that the market value of any mutual fund could be tightly coupled with the direction of predictive economic indicators such as signals in persons.

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Please note, there is a significant difference between First Eagle's value and its price as these two are different measures arrived at by different means. Investors typically determine if First Eagle is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, First Eagle's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Correlations

	SGIIX	TMCGX	ODVYX	DDVIX	ACVIX
SGIIX		0.79	0.96	0.94	0.89	SGIIX
TMCGX	0.79		0.86	0.88	0.73	TMCGX
ODVYX	0.96	0.86		0.94	0.86	ODVYX
DDVIX	0.94	0.88	0.94		0.89	DDVIX
ACVIX	0.89	0.73	0.86	0.89		ACVIX
	SGIIX	TMCGX	ODVYX	DDVIX	ACVIX

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Risk-Adjusted Indicators

There is a big difference between First Mutual Fund performing well and First Eagle Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze First Eagle's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
SGIIX	0.41	0.02	0.01	0.08	0.50	(0.40)	0.85	(0.96)	2.42
TMCGX	0.79	(0.04)	(0.02)	0.03	0.97	(0.79)	1.41	(1.74)	3.92
ODVYX	0.57	0.00	(0.01)	0.05	0.83	(0.52)	1.24	(1.14)	3.94
DDVIX	0.47	(0.02)	(0.05)	0.03	0.64	(0.43)	0.97	(1.01)	2.89
ACVIX	0.83	0.02	(0.03)	(0.48)	1.21	(0.84)	1.80	(1.61)	5.72

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First Eagle Related Correlations

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