VALIC Company II Small Cap Value Fund

Class No Load (VCSVX)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 18.62
Mean 1.0
Sharpe Ratio 0.64
Bear Market Decile Rank 91

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Small Cap TR USD
R-Squared 90.7 97.88
Beta 1.42 1.13
Alpha -8.25 -4.87