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    Vanguard Total Bond Market Index Inv (VBMFX)

    10.73 Up 0.04(0.37%) Feb 24

    Risk as of Jan 30, 2017Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up27
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2002):8.26%
    Worst 1 Yr Total Return(Dec 30, 2013):-2.26%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-0.340.07
    Beta (against Standard Index)1.060.88
    Mean Annual Return0.200.20
    R-squared (against Standard Index)99.2385.17
    Standard Deviation3.142.84
    Sharpe Ratio0.720.80
    Treynor Ratio2.112.58
    5 Years
    Alpha (against Standard Index)-0.270.46
    Beta (against Standard Index)1.050.92
    Mean Annual Return0.160.20
    R-squared (against Standard Index)99.3184.75
    Standard Deviation3.042.92
    Sharpe Ratio0.600.79
    Treynor Ratio1.712.56
    10 Years
    Alpha (against Standard Index)-0.230.08
    Beta (against Standard Index)1.020.93
    Mean Annual Return0.350.35
    R-squared (against Standard Index)98.9366.10
    Standard Deviation3.413.95
    Sharpe Ratio1.030.92
    Treynor Ratio3.463.84