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Vanguard Total Bond Market Index Inv (VBMFX)

10.92 0.00(0.00%) Apr 29

Risk as of Mar 30, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up26
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2001):8.43%
Worst 1 Yr Total Return(Dec 30, 2013):-2.26%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticVBMFXCategory
Alpha (against Standard Index)-0.30-0.44
Beta (against Standard Index)1.030.94
Mean Annual Return0.190.16
R-squared (against Standard Index)99.1684.52
Standard Deviation3.103.10
Sharpe Ratio0.720.61
Treynor Ratio2.131.97
5 Years
StatisticVBMFXCategory
Alpha (against Standard Index)-0.300.14
Beta (against Standard Index)1.030.90
Mean Annual Return0.300.29
R-squared (against Standard Index)99.1976.74
Standard Deviation2.872.90
Sharpe Ratio1.221.21
Treynor Ratio3.414.02
10 Years
StatisticVBMFXCategory
Alpha (against Standard Index)-0.20-0.07
Beta (against Standard Index)1.020.92
Mean Annual Return0.390.37
R-squared (against Standard Index)98.8564.49
Standard Deviation3.283.88
Sharpe Ratio1.100.91
Treynor Ratio3.623.77