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VALIC Company I Health Sciences (VCHSX)

23.31 Down 0.09(0.38%) Sep 23

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up10
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2013):51.04%
Worst 1 Yr Total Return(Dec 30, 2008):-29.58%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticVCHSXCategory
Alpha (against Standard Index)20.9317.21
Beta (against Standard Index)0.730.67
Mean Annual Return2.612.22
R-squared (against Standard Index)45.7947.02
Standard Deviation14.5413.70
Sharpe Ratio2.151.96
Treynor Ratio47.4143.58
5 Years
StatisticVCHSXCategory
Alpha (against Standard Index)15.5711.60
Beta (against Standard Index)0.810.74
Mean Annual Return2.131.72
R-squared (against Standard Index)57.7455.94
Standard Deviation15.5814.71
Sharpe Ratio1.631.42
Treynor Ratio33.5229.05
10 Years
StatisticVCHSXCategory
Alpha (against Standard Index)9.576.62
Beta (against Standard Index)0.750.65
Mean Annual Return1.391.09
R-squared (against Standard Index)58.3553.45
Standard Deviation16.2615.09
Sharpe Ratio0.930.76
Treynor Ratio19.8816.83