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

    Vanguard Interm-Term Treasury Inv (VFITX)

    11.59 0.00(0.00%) Oct 21

    Risk as of Sep 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up20
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2002):14.15%
    Worst 1 Yr Total Return(Dec 30, 2013):-3.09%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-1.57-0.26
    Beta (against Standard Index)1.180.73
    Mean Annual Return0.260.22
    R-squared (against Standard Index)84.3176.14
    Standard Deviation3.362.19
    Sharpe Ratio0.901.22
    Treynor Ratio2.554.81
    5 Years
    Alpha (against Standard Index)-1.27-0.50
    Beta (against Standard Index)1.130.76
    Mean Annual Return0.180.16
    R-squared (against Standard Index)84.9677.69
    Standard Deviation3.272.30
    Sharpe Ratio0.650.80
    Treynor Ratio1.842.49
    10 Years
    Alpha (against Standard Index)-0.80-0.05
    Beta (against Standard Index)1.230.80
    Mean Annual Return0.400.33
    R-squared (against Standard Index)74.5072.28
    Standard Deviation4.623.09
    Sharpe Ratio0.881.03
    Treynor Ratio3.264.09