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    Vanguard Total Stock Mkt Idx Adm (VTSAX)

    59.41 Up 0.37(0.63%) Feb 21

    Risk as of Jan 30, 2017Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up13
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2013):33.52%
    Worst 1 Yr Total Return(Dec 30, 2008):-36.99%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticVTSAXCategory
    Alpha (against Standard Index)-0.80-1.90
    Beta (against Standard Index)1.021.00
    Mean Annual Return0.860.75
    R-squared (against Standard Index)98.5692.92
    Standard Deviation10.8010.86
    Sharpe Ratio0.940.82
    Treynor Ratio9.838.66
    5 Years
    StatisticVTSAXCategory
    Alpha (against Standard Index)-0.35-1.51
    Beta (against Standard Index)1.021.01
    Mean Annual Return1.141.04
    R-squared (against Standard Index)98.8293.53
    Standard Deviation10.5010.75
    Sharpe Ratio1.291.15
    Treynor Ratio13.5712.29
    10 Years
    StatisticVTSAXCategory
    Alpha (against Standard Index)0.09-0.82
    Beta (against Standard Index)1.031.01
    Mean Annual Return0.690.60
    R-squared (against Standard Index)99.4395.48
    Standard Deviation15.7915.77
    Sharpe Ratio0.480.42
    Treynor Ratio6.375.43