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    Vanguard Inflation-Protected Secs Inv (VIPSX)

    13.39 Down 0.07(0.52%) Dec 9

    Risk as of Nov 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up12
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2002):16.61%
    Worst 1 Yr Total Return(Dec 30, 2013):-8.92%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-1.65-2.93
    Beta (against Standard Index)1.211.09
    Mean Annual Return0.140.12
    R-squared (against Standard Index)72.8356.03
    Standard Deviation4.363.93
    Sharpe Ratio0.360.33
    Treynor Ratio1.251.33
    5 Years
    Alpha (against Standard Index)-2.58-2.51
    Beta (against Standard Index)1.441.24
    Mean Annual Return0.080.11
    R-squared (against Standard Index)75.7058.29
    Standard Deviation4.884.36
    Sharpe Ratio0.160.28
    Treynor Ratio0.470.75
    10 Years
    Alpha (against Standard Index)-1.86-2.76
    Beta (against Standard Index)1.471.42
    Mean Annual Return0.340.30
    R-squared (against Standard Index)59.1654.42
    Standard Deviation6.416.17
    Sharpe Ratio0.510.47
    Treynor Ratio2.132.00