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    Vanguard Total Bond Market Index Adm (VBTLX)

    11.08 Down 0.01(0.09%) Jul 25

    Risk as of Jun 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up13
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2002):8.32%
    Worst 1 Yr Total Return(Dec 30, 2013):-2.15%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticVBTLXCategory
    Alpha (against Standard Index)-0.24-0.04
    Beta (against Standard Index)1.050.89
    Mean Annual Return0.330.30
    R-squared (against Standard Index)99.1381.67
    Standard Deviation2.812.69
    Sharpe Ratio1.391.33
    Treynor Ratio3.744.00
    5 Years
    StatisticVBTLXCategory
    Alpha (against Standard Index)-0.160.27
    Beta (against Standard Index)1.040.90
    Mean Annual Return0.310.30
    R-squared (against Standard Index)99.1876.83
    Standard Deviation2.882.89
    Sharpe Ratio1.261.25
    Treynor Ratio3.524.17
    10 Years
    StatisticVBTLXCategory
    Alpha (against Standard Index)-0.080.00
    Beta (against Standard Index)1.020.93
    Mean Annual Return0.420.40
    R-squared (against Standard Index)98.8864.65
    Standard Deviation3.313.91
    Sharpe Ratio1.241.02
    Treynor Ratio4.104.24