First Eagle Fund Volatility
| FEAMX Fund | USD 14.98 0.15 1.01% |
First Eagle Fund now displays very low price volatility across the last 3 months. First Eagle Fund posts a Sharpe ratio of 0.0177, confirming positive risk-adjusted behavior over the last 3 months. The current volatility backdrop is described by 27 technical indicators.
Sharpe Ratio = 0.0177
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| Negative Returns | FEAMX |
First Eagle Fund (FEAMX) recorded a Market Risk Adjusted Performance of 0.05%, a Risk of 0.82, and a Risk Adjusted Performance of 0.04%. Recent moving average trends suggest FIRST EAGLE is tracking at about 1% of its historical return corridor. Within a well-diversified portfolio, its contribution would depend on correlation and allocation weight.
Key indicators related to FIRST EAGLE's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
The volatility profile of FIRST EAGLE determines how much FIRST EAGLE's price can move in either direction. It is a statistical measure of the distribution of FIRST daily returns, calculated using variance and standard deviation.
FIRST |
Volatility Strategy
Market cycles can shift how First Eagle Fund participates in overall return dispersion. Current statistical measures show total volatility near 0.82% with a beta coefficient of 0.75, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0177, evaluates return per unit of total risk. An alpha value of 0.0775 reflects performance relative to systematic market exposure. Expected return estimates near 0.0145% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Volatility effects depend on underlying market structure and exposure characteristics.
Main indicators related to FIRST EAGLE's market risk premium analysis include:
Beta 0.75 | Alpha 0.0775 | Risk 0.82 | Sharpe Ratio 0.0177 | Expected Return 0.0145 |
Moving together with FIRST Mutual Fund
| 0.92 | FEBAX | First Eagle Global | PairCorr |
| 1.0 | FEAIX | First Eagle Fund | PairCorr |
| 1.0 | FEFRX | First Eagle Fund | PairCorr |
| 1.0 | FEFAX | First Eagle Fund | PairCorr |
| 0.98 | FEGRX | First Eagle Global | PairCorr |
| 0.83 | FEGIX | First Eagle Gold | PairCorr |
| 0.87 | FEHRX | First Eagle High | PairCorr |
| 0.83 | FEHCX | First Eagle High | PairCorr |
| 0.94 | SGENX | First Eagle Global | PairCorr |
| 0.93 | FEMAX | First Eagle Smid | PairCorr |
| 0.78 | SGGDX | First Eagle Gold | PairCorr |
| 0.8 | FEREX | First Eagle Funds | PairCorr |
| 0.85 | FERAX | First Eagle Funds | PairCorr |
| 0.98 | FESGX | First Eagle Global | PairCorr |
| 0.95 | FESCX | First Eagle Small | PairCorr |
| 0.9 | FESAX | First Eagle Small | PairCorr |
| 0.79 | FERRX | First Eagle Funds | PairCorr |
| 0.92 | FESOX | First Eagle Overseas | PairCorr |
| 0.93 | FESMX | First Eagle Smid | PairCorr |
| 0.96 | SGOIX | First Eagle Overseas | PairCorr |
| 0.97 | FEVIX | First Eagle Value | PairCorr |
| 0.97 | FEVCX | First Eagle Value | PairCorr |
| 0.97 | FEVAX | First Eagle Value | PairCorr |
| 0.78 | FEURX | First Eagle Gold | PairCorr |
| 0.93 | FEXRX | First Eagle Smid | PairCorr |
| 0.96 | SGOVX | First Eagle Overseas | PairCorr |
| 0.62 | FPMMX | First Eagle Core | PairCorr |
| 0.94 | VVIAX | Vanguard Value Index | PairCorr |
| 0.75 | AWSHX | Washington Mutual | PairCorr |
Sensitivity To Market
FIRST EAGLE shows a beta coefficient of 0.75, measuring correlation and volatility relative to benchmark movements. Regression slope analysis defines its systematic risk contribution. Current volatility measures about 0.82%.This overview focuses on observed volatility for First Eagle Fund and how returns have fluctuated. Downside deviation currently reads near 1.0%. Portfolio turnover and allocation changes can alter fund volatility over time.
3 Months Beta |Analyze First Eagle Fund Demand TrendCheck current 90 days FIRST EAGLE correlation with market (Dow Jones Industrial)Downside Risk
FIRST standard deviation quantifies the typical daily price movement relative to its average over your selected period. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low.
Standard Deviation | 0.82 |
The difference between upside risk and downside risk is meaningful for FIRST EAGLE investors. Upside risk is represented by FIRST EAGLE's standard deviation, while downside risk is measured by semi-deviation of FIRST EAGLE's returns. First Eagle Fund (FEAMX) recorded a Downside Deviation of 1.00, a Downside Variance of 0.99, and a Maximum Drawdown of 3.59.
Mutual Fund Volatility Analysis
When measuring the risk of FIRST EAGLE mutual fund, volatility is a critical metric. These fluctuations usually indicate the level of risk associated with FIRST EAGLE's price changes.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. First Eagle Fund Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Projected Return Density Against Market
Assuming a 90-day horizon FIRST EAGLE has a beta of 0.7455 . This usually indicates as returns on the market go up, FIRST EAGLE's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding First Eagle Fund is expected to be smaller as well.Risk assessment for FIRST EAGLE separates macro-driven volatility from company or sector-specific developments. Market risk cannot be diversified away, though asset-specific exposure can be moderated. First Eagle Fund (FEAMX) recorded a Downside Deviation of 1.00, a Mean Deviation of 0.59, and a Semi Deviation of 0.94.
Predicted Return Distribution |
| Density |
What Drives FIRST EAGLE's Price Volatility?
Industry Dynamics
Sector-level catalysts in the First Eagle sector often set the baseline volatility regime for FIRST EAGLE.Political and Economic Environment
Interest-rate path changes, geopolitical developments, and macro surprises influence investor risk tolerance.FIRST EAGLE's Company-Specific Factors
Execution updates, margin trends, and corporate actions can shift near-term return dispersion for FIRST EAGLE's.Mutual Fund Risk Measures
Assuming a 90-day horizon the coefficient of variation of FIRST EAGLE is 5652.27. The daily returns are distributed with a variance of 0.67 and standard deviation of 0.82. The mean deviation of First Eagle Fund is currently at 0.61. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.82
α | Alpha over Dow Jones | 0.08 | |
β | Beta against Dow Jones | 0.75 | |
σ | Overall volatility | 0.82 | |
Ir | Information ratio | 0.12 |
Mutual Fund Return Volatility
FIRST EAGLE daily volatility tracks how widely fund returns have moved around the mean across the selected time frame. The fund reflects 0.8176% volatility on return distribution over a 90-day horizon. On the other hand, Dow Jones Industrial has volatility of 0.8483% on return distribution over a 90-day investment horizon. Performance |
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Related Correlations Analysis
| 0.97 | 0.91 | 0.31 | 0.98 | 0.98 | TRBCX | ||
| 0.97 | 0.94 | 0.33 | 0.98 | 0.95 | LGLSX | ||
| 0.91 | 0.94 | 0.21 | 0.94 | 0.95 | MSSGX | ||
| 0.31 | 0.33 | 0.21 | 0.25 | 0.23 | PRNHX | ||
| 0.98 | 0.98 | 0.94 | 0.25 | 0.98 | HGOFX | ||
| 0.98 | 0.95 | 0.95 | 0.23 | 0.98 | HSUAX | ||
Risk-Adjusted Indicators
Return momentum in FIRST Mutual Fund is more useful when tested against peer-relative fundamentals and risk. Without risk-adjusted context, investors may overweight short-term returns and underweight the volatility required to achieve them. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| TRBCX | 0.86 | -0.09 | 0.00 | -0.17 | 0.00 | 1.50 | 4.01 | |||
| LGLSX | 1.08 | -0.04 | 0.00 | -0.11 | 0.00 | 1.89 | 5.93 | |||
| MSSGX | 1.48 | -0.10 | 0.00 | -0.13 | 0.00 | 2.47 | 10.64 | |||
| PRNHX | 0.99 | 0.05 | 0.00 | -0.03 | 0.00 | 1.81 | 6.78 | |||
| HGOFX | 0.93 | -0.06 | 0.00 | -0.13 | 0.00 | 1.67 | 5.22 | |||
| HSUAX | 0.70 | -0.11 | 0.00 | -0.21 | 0.00 | 1.05 | 3.73 |
Risk Metrics, Assumptions & Methodology
Volatility for FIRST EAGLE reflects NAV dispersion and exposure stability across disclosure periods. Swing amplitude frames exposure planning and risk limits.
Data shown for First Eagle Fund is aggregated from fund disclosures and market reference feeds and normalized across reporting formats. Source publication timing can introduce delays. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Rifka Kats - Member of Macroaxis Editorial BoardFIRST EAGLE Investment Opportunity
Measured over the selected horizon, Dow Jones Industrial carries roughly 1.04 times the return volatility of First Eagle Fund. The lower-risk profile may improve diversification efficiency, but it still needs to be judged against return quality and market sensitivity.You can use First Eagle Fund to enhance the returns of the portfolio. This price-change note interprets the latest move in the context of short-horizon trading behavior. It gives extra weight to the size of the move, the quote level, and whether the instrument trades in a hype-prone venue. a large bullish trend. Check odds of FIRST EAGLE to be traded at $16.48 in 90 days.Poor diversification
FIRST EAGLE currently posts a 0.6 correlation with Dow Jones, indicating a Poor diversification relationship for the active sample. The overlap area shows the portion of risk that can be diversified away by holding both instruments together.
FIRST EAGLE Additional Risk Indicators
Looking at additional risk metrics for First Eagle Fund frames how the position may behave under different market and portfolio conditions. The stronger process compares similar securities with comparable growth and valuation context before ranking one as more or less risky.
| Risk Adjusted Performance | 0.0379 | |||
| Market Risk Adjusted Performance | 0.046 | |||
| Mean Deviation | 0.5869 | |||
| Semi Deviation | 0.9376 | |||
| Downside Deviation | 0.9969 | |||
| Coefficient Of Variation | 2141.11 | |||
| Standard Deviation | 0.7886 |
FIRST EAGLE Suggested Diversification Pairs
Pair trading with FIRST EAGLE can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
Pair strategies help manage risk, but investors should recognize that not all risk can be diversified away through pairing. Market-level risk for FIRST EAGLE persists even in a well-constructed pair. The benefit is in offsetting FIRST EAGLE's company-specific risk, which can be meaningfully reduced by selecting a second position that moves independently of First Eagle Fund.