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VALIC Company I Global Strategy (VGLSX)
On
Dec 17
:
11.27
0.16
(1.40%)
MORE ON VGLSX
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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:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
21.13%
Worst 1 Yr Total Return
(2008)
:
-20.79%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VGLSX
Category
Alpha (against Standard Index)
2.20
-0.66
Beta (against Standard Index)
1.08
1.11
Mean Annual Return
3.03
0.10
R-squared (against Standard Index)
94
86.52
Standard Deviation
14.73
15.80
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.70
N/A
5 Years
Statistic
VGLSX
Category
Alpha (against Standard Index)
N/A
0.55
Beta (against Standard Index)
N/A
1.12
Mean Annual Return
N/A
0.51
R-squared (against Standard Index)
N/A
86.03
Standard Deviation
N/A
13.17
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
VGLSX
Category
Alpha (against Standard Index)
N/A
1.09
Beta (against Standard Index)
N/A
1.07
Mean Annual Return
N/A
0.55
R-squared (against Standard Index)
N/A
79.45
Standard Deviation
N/A
12.02
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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