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VALIC Company I Growth & Income (VCGAX)
On
Dec 15
:
11.10
0.06
(0.54%)
MORE ON VCGAX
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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)
:
15.35%
Worst 1 Yr Total Return
(2008)
:
-36.75%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VCGAX
Category
Alpha (against Standard Index)
-0.31
0.06
Beta (against Standard Index)
0.99
1.00
Mean Annual Return
-6.08
-0.33
R-squared (against Standard Index)
97
95.82
Standard Deviation
19.99
20.42
Sharpe Ratio
-0.32
N/A
Treynor Ratio
-8.41
N/A
5 Years
Statistic
VCGAX
Category
Alpha (against Standard Index)
-0.99
0.04
Beta (against Standard Index)
0.98
1.01
Mean Annual Return
-0.26
0.17
R-squared (against Standard Index)
97
95.19
Standard Deviation
15.99
16.64
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-3.31
N/A
10 Years
Statistic
VCGAX
Category
Alpha (against Standard Index)
-1.06
0.81
Beta (against Standard Index)
0.95
0.96
Mean Annual Return
-1.44
0.14
R-squared (against Standard Index)
97
91.13
Standard Deviation
15.70
16.39
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-4.59
N/A
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