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Vanguard Long-Term Bond Index (VBLTX)On Nov 30: 12.03  Up 0.01 (0.08%)  
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Risk  As of 31-Oct-09Get 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
StatisticVBLTXCategory
Alpha (against Standard Index)-5.97-3.96
Beta (against Standard Index)2.712.03
Mean Annual Return6.380.52
R-squared (against Standard Index)8863.33
Standard Deviation11.8010.37
Sharpe Ratio0.38N/A
Treynor Ratio1.46N/A
5 Years
StatisticVBLTXCategory
Alpha (against Standard Index)-2.34-1.99
Beta (against Standard Index)2.601.79
Mean Annual Return5.530.38
R-squared (against Standard Index)8860.43
Standard Deviation10.168.43
Sharpe Ratio0.28N/A
Treynor Ratio0.96N/A
10 Years
StatisticVBLTXCategory
Alpha (against Standard Index)-2.66-2.12
Beta (against Standard Index)2.341.94
Mean Annual Return7.740.60
R-squared (against Standard Index)8862.29
Standard Deviation9.429.24
Sharpe Ratio0.53N/A
Treynor Ratio2.04N/A

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