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    Vanguard Total Bond Market Index Inv (VBMFX)

    11.11 Up 0.04(0.36%) Aug 29

    Risk as of Jul 30, 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
    StatisticVBMFXCategory
    Alpha (against Standard Index)-0.380.00
    Beta (against Standard Index)1.060.90
    Mean Annual Return0.340.32
    R-squared (against Standard Index)99.1681.68
    Standard Deviation2.822.71
    Sharpe Ratio1.401.39
    Treynor Ratio3.764.21
    5 Years
    StatisticVBMFXCategory
    Alpha (against Standard Index)-0.270.32
    Beta (against Standard Index)1.040.90
    Mean Annual Return0.280.29
    R-squared (against Standard Index)99.1576.28
    Standard Deviation2.822.86
    Sharpe Ratio1.181.22
    Treynor Ratio3.224.01
    10 Years
    StatisticVBMFXCategory
    Alpha (against Standard Index)-0.180.02
    Beta (against Standard Index)1.020.93
    Mean Annual Return0.410.39
    R-squared (against Standard Index)98.8864.65
    Standard Deviation3.303.91
    Sharpe Ratio1.201.02
    Treynor Ratio3.964.23