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    VALIC Company I International Eqs Idx (VCIEX)

    5.98 Up 0.12(2.05%) Jun 29

    Risk as of May 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up17
    Number of Years Down9
    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)1.591.35
    Beta (against Standard Index)0.930.90
    Mean Annual Return0.220.19
    R-squared (against Standard Index)94.6490.41
    Standard Deviation12.8812.73
    Sharpe Ratio0.200.19
    Treynor Ratio1.861.83
    5 Years
    Alpha (against Standard Index)1.031.19
    Beta (against Standard Index)0.950.93
    Mean Annual Return0.190.20
    R-squared (against Standard Index)96.2092.65
    Standard Deviation15.0515.00
    Sharpe Ratio0.150.17
    Treynor Ratio1.141.54
    10 Years
    Alpha (against Standard Index)-0.96-0.22
    Beta (against Standard Index)0.960.95
    Mean Annual Return0.230.29
    R-squared (against Standard Index)96.7794.49
    Standard Deviation18.7118.73
    Sharpe Ratio0.100.14
    Treynor Ratio0.030.88