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    Vanguard Total Bond Market Index Inv (VBMFX)

    10.90 Down 0.01(0.09%) Mar 3

    Risk as of Jan 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up25
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2000):11.39%
    Worst 1 Yr Total Return(Dec 30, 2013):-2.26%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticVBMFXCategory
    Alpha (against Standard Index)-0.200.62
    Beta (against Standard Index)1.020.94
    Mean Annual Return0.250.29
    R-squared (against Standard Index)99.4685.20
    Standard Deviation2.932.92
    Sharpe Ratio0.981.18
    Treynor Ratio2.813.89
    5 Years
    StatisticVBMFXCategory
    Alpha (against Standard Index)-0.300.66
    Beta (against Standard Index)1.030.90
    Mean Annual Return0.360.39
    R-squared (against Standard Index)99.2076.51
    Standard Deviation2.842.88
    Sharpe Ratio1.501.63
    Treynor Ratio4.195.44
    10 Years
    StatisticVBMFXCategory
    Alpha (against Standard Index)-0.16-0.03
    Beta (against Standard Index)1.020.92
    Mean Annual Return0.390.38
    R-squared (against Standard Index)99.0066.39
    Standard Deviation3.343.90
    Sharpe Ratio0.950.80
    Treynor Ratio3.213.32