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    Vanguard Total Bond Market Index Inv (VBMFX)

    10.66 Down 0.03(0.28%) Dec 8

    Risk as of Nov 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
    StatisticVBMFXCategory
    Alpha (against Standard Index)-0.430.16
    Beta (against Standard Index)1.070.88
    Mean Annual Return0.210.31
    R-squared (against Standard Index)99.3980.76
    Standard Deviation3.272.63
    Sharpe Ratio0.741.39
    Treynor Ratio2.254.20
    5 Years
    StatisticVBMFXCategory
    Alpha (against Standard Index)-0.330.54
    Beta (against Standard Index)1.040.94
    Mean Annual Return0.190.29
    R-squared (against Standard Index)99.3880.32
    Standard Deviation3.082.82
    Sharpe Ratio0.691.19
    Treynor Ratio2.003.73
    10 Years
    StatisticVBMFXCategory
    Alpha (against Standard Index)-0.240.06
    Beta (against Standard Index)1.020.93
    Mean Annual Return0.340.38
    R-squared (against Standard Index)98.9564.39
    Standard Deviation3.423.90
    Sharpe Ratio0.970.98
    Treynor Ratio3.284.08