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    VALIC Company I International Eqs Idx (VCIEX)

    6.40 Up 0.08(1.27%) Sep 2

    Risk as of Jul 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up17
    Number of Years Down8
    Best 1 Yr Total Return(Dec 30, 2003):29.64%
    Worst 1 Yr Total Return(Dec 30, 2008):-43.40%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)2.412.40
    Beta (against Standard Index)0.980.93
    Mean Annual Return0.940.90
    R-squared (against Standard Index)94.1487.27
    Standard Deviation10.4710.38
    Sharpe Ratio1.071.05
    Treynor Ratio11.4411.73
    5 Years
    Alpha (against Standard Index)1.111.39
    Beta (against Standard Index)0.980.96
    Mean Annual Return0.650.66
    R-squared (against Standard Index)96.4292.99
    Standard Deviation15.2415.14
    Sharpe Ratio0.510.53
    Treynor Ratio6.957.48
    10 Years
    Alpha (against Standard Index)-0.72-0.10
    Beta (against Standard Index)0.960.96
    Mean Annual Return0.490.54
    R-squared (against Standard Index)96.5794.37
    Standard Deviation18.4818.56
    Sharpe Ratio0.250.28
    Treynor Ratio3.033.77