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Vanguard Total Bond Market Index Inv (VBMFX)

10.87 Up 0.01(0.09%) Oct 30

Risk as of Sep 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up24
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)-0.260.97
Beta (against Standard Index)1.010.99
Mean Annual Return0.180.28
R-squared (against Standard Index)99.3683.82
Standard Deviation2.712.93
Sharpe Ratio0.791.13
Treynor Ratio2.113.54
5 Years
StatisticVBMFXCategory
Alpha (against Standard Index)-0.311.06
Beta (against Standard Index)1.030.90
Mean Annual Return0.320.39
R-squared (against Standard Index)99.3076.18
Standard Deviation2.922.97
Sharpe Ratio1.301.58
Treynor Ratio3.735.48
10 Years
StatisticVBMFXCategory
Alpha (against Standard Index)-0.160.06
Beta (against Standard Index)1.010.93
Mean Annual Return0.370.37
R-squared (against Standard Index)99.0166.39
Standard Deviation3.303.91
Sharpe Ratio0.870.75
Treynor Ratio2.913.12