Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Sunday, December 20, 2009, 5:31AM ET - U.S. Markets Closed.
Dow
0.20%
Nasdaq
1.45%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
VALIC Company II Mid Cap Growth (VAMGX)
On
Dec 18
:
6.47
0.05
(0.78%)
MORE ON VAMGX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
15.06%
Worst 1 Yr Total Return
(2008)
:
-46.62%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VAMGX
Category
Alpha (against Standard Index)
0.46
2.05
Beta (against Standard Index)
1.10
1.08
Mean Annual Return
-6.70
-0.20
R-squared (against Standard Index)
85
84.21
Standard Deviation
23.53
23.41
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-8.18
N/A
5 Years
Statistic
VAMGX
Category
Alpha (against Standard Index)
1.75
1.56
Beta (against Standard Index)
1.13
1.11
Mean Annual Return
1.65
0.29
R-squared (against Standard Index)
83
80.86
Standard Deviation
19.87
19.91
Sharpe Ratio
0.04
N/A
Treynor Ratio
-1.19
N/A
10 Years
Statistic
VAMGX
Category
Alpha (against Standard Index)
0.98
3.33
Beta (against Standard Index)
1.27
1.11
Mean Annual Return
-1.70
0.32
R-squared (against Standard Index)
76
61.70
Standard Deviation
23.55
23.38
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-3.64
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center