Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Sunday, December 20, 2009, 9:14PM ET - U.S. Markets Closed.
Dow
0.20%
Nasdaq
1.45%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
VALIC Company II Small Cap Value (VCSVX)
On
Dec 18
:
10.61
0.08
(0.76%)
MORE ON VCSVX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
19.34%
Worst 1 Yr Total Return
(2008)
:
-29.72%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VCSVX
Category
Alpha (against Standard Index)
-1.03
-0.27
Beta (against Standard Index)
1.17
1.17
Mean Annual Return
-8.84
-0.44
R-squared (against Standard Index)
86
84.58
Standard Deviation
25.10
25.23
Sharpe Ratio
-0.33
N/A
Treynor Ratio
-9.48
N/A
5 Years
Statistic
VCSVX
Category
Alpha (against Standard Index)
-0.04
0.26
Beta (against Standard Index)
1.19
1.19
Mean Annual Return
-0.37
0.18
R-squared (against Standard Index)
84
81.92
Standard Deviation
20.73
21.20
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-2.83
N/A
10 Years
Statistic
VCSVX
Category
Alpha (against Standard Index)
7.29
8.93
Beta (against Standard Index)
0.96
0.95
Mean Annual Return
6.56
0.82
R-squared (against Standard Index)
69
64.94
Standard Deviation
18.67
19.09
Sharpe Ratio
0.28
N/A
Treynor Ratio
3.80
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center