• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Down0.09% Nasdaq Down1.45%

    Vanguard Total Bond Market Index Inv (VBMFX)

    11.01 0.00(0.00%) Oct 21

    Risk as of Sep 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up26
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2001):8.43%
    Worst 1 Yr Total Return(Dec 30, 2013):-2.26%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-0.350.16
    Beta (against Standard Index)1.050.88
    Mean Annual Return0.320.31
    R-squared (against Standard Index)99.1580.76
    Standard Deviation2.762.63
    Sharpe Ratio1.351.39
    Treynor Ratio3.574.20
    5 Years
    Alpha (against Standard Index)-0.300.54
    Beta (against Standard Index)1.040.94
    Mean Annual Return0.240.29
    R-squared (against Standard Index)99.1980.32
    Standard Deviation2.772.82
    Sharpe Ratio1.011.19
    Treynor Ratio2.693.73
    10 Years
    Alpha (against Standard Index)-0.190.06
    Beta (against Standard Index)1.020.93
    Mean Annual Return0.380.38
    R-squared (against Standard Index)98.8964.39
    Standard Deviation3.283.90
    Sharpe Ratio1.150.98
    Treynor Ratio3.764.08