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VALIC Company I Science & Technology (VCSTX)
On
Dec 14
:
12.75
0.14
(1.11%)
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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
(2007)
:
17.69%
Worst 1 Yr Total Return
(2008)
:
-45.99%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VCSTX
Category
Alpha (against Standard Index)
7.36
6.38
Beta (against Standard Index)
1.17
1.13
Mean Annual Return
-0.95
0.14
R-squared (against Standard Index)
82
78.37
Standard Deviation
25.56
25.34
Sharpe Ratio
0.00
N/A
Treynor Ratio
-2.76
N/A
5 Years
Statistic
VCSTX
Category
Alpha (against Standard Index)
2.83
3.18
Beta (against Standard Index)
1.20
1.18
Mean Annual Return
2.25
0.42
R-squared (against Standard Index)
77
73.49
Standard Deviation
21.92
22.16
Sharpe Ratio
0.08
N/A
Treynor Ratio
-0.62
N/A
10 Years
Statistic
VCSTX
Category
Alpha (against Standard Index)
-1.43
0.36
Beta (against Standard Index)
1.68
1.54
Mean Annual Return
-7.56
0.00
R-squared (against Standard Index)
66
58.28
Standard Deviation
33.41
32.85
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-6.25
N/A
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