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Vanguard Long-Term Bond Index (VBLTX)
On
Nov 30
:
12.03
0.01
(0.08%)
MORE ON VBLTX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2008)
:
8.64%
Worst 1 Yr Total Return
(2006)
:
2.67%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VBLTX
Category
Alpha (against Standard Index)
-5.97
-3.96
Beta (against Standard Index)
2.71
2.03
Mean Annual Return
6.38
0.52
R-squared (against Standard Index)
88
63.33
Standard Deviation
11.80
10.37
Sharpe Ratio
0.38
N/A
Treynor Ratio
1.46
N/A
5 Years
Statistic
VBLTX
Category
Alpha (against Standard Index)
-2.34
-1.99
Beta (against Standard Index)
2.60
1.79
Mean Annual Return
5.53
0.38
R-squared (against Standard Index)
88
60.43
Standard Deviation
10.16
8.43
Sharpe Ratio
0.28
N/A
Treynor Ratio
0.96
N/A
10 Years
Statistic
VBLTX
Category
Alpha (against Standard Index)
-2.66
-2.12
Beta (against Standard Index)
2.34
1.94
Mean Annual Return
7.74
0.60
R-squared (against Standard Index)
88
62.29
Standard Deviation
9.42
9.24
Sharpe Ratio
0.53
N/A
Treynor Ratio
2.04
N/A
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