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    Vanguard Total Stock Mkt Idx Inv (VTSMX)

    53.64 Down 0.45(0.83%) Sep 26

    Risk as of Aug 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up18
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2013):33.35%
    Worst 1 Yr Total Return(Dec 30, 2008):-37.04%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticVTSMXCategory
    Alpha (against Standard Index)-0.76-2.06
    Beta (against Standard Index)1.011.00
    Mean Annual Return0.970.85
    R-squared (against Standard Index)98.6393.46
    Standard Deviation11.0611.26
    Sharpe Ratio1.040.90
    Treynor Ratio11.369.99
    5 Years
    StatisticVTSMXCategory
    Alpha (against Standard Index)-0.71-1.85
    Beta (against Standard Index)1.031.02
    Mean Annual Return1.181.08
    R-squared (against Standard Index)99.1094.56
    Standard Deviation12.1212.33
    Sharpe Ratio1.161.05
    Treynor Ratio13.8112.60
    10 Years
    StatisticVTSMXCategory
    Alpha (against Standard Index)-0.02-0.80
    Beta (against Standard Index)1.031.00
    Mean Annual Return0.720.64
    R-squared (against Standard Index)99.4395.42
    Standard Deviation15.7515.71
    Sharpe Ratio0.490.44
    Treynor Ratio6.585.77