Ratings & Risk for VALIC Company I Global Social Awareness (VCSOX)

Morningstar Category: Large Blend
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Average Above Average
    		514
    5-Year Average Above Average
    		442
    10-Year Below Average Above Average
    		300
    Overall Average Above Average
    		—
    Morningstar's Overall Rating is derived from a weighted average of the fund's 3, 5 and 10 year rating,
    which are based on risk-adjusted performance. Data as of 10/31/2009

  • Volatility Data

    Standard Deviation Mean Sharpe Ratio
    3-Year 22.23 -0.44 -0.34
    5-Year 17.88 0.15 -0.06
    10-Year 17.01 -0.01 -0.18
    15-Year 16.48 0.67 0.27
    20-Year 15.61 0.69 0.28
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 96.66 1.10 7.14
    3-Year 96.10 1.11 0.92
    5-Year 95.66 1.10 0.31
    10-Year 96.97 1.04 -0.35

    S&P 500 TR

    Trailing data as of 10/31/2009