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Vanguard Total Bond Market Index Inv (VBMFX)

10.94 0.00(0.00%) May 24


Risk as of Feb 27, 2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up24
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2000):11.39%
Worst 1 Yr Total Return(Dec 30, 1999):-0.76%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticVBMFXCategory
Alpha (against Standard Index)-0.341.67
Beta (against Standard Index)1.040.80
Mean Annual Return0.440.50
R-squared (against Standard Index)99.1261.40
Standard Deviation2.552.69
Sharpe Ratio2.012.25
Treynor Ratio5.019.52
5 Years
StatisticVBMFXCategory
Alpha (against Standard Index)-0.190.71
Beta (against Standard Index)1.010.97
Mean Annual Return0.440.51
R-squared (against Standard Index)98.6258.98
Standard Deviation3.584.86
Sharpe Ratio1.381.31
Treynor Ratio5.026.41
10 Years
StatisticVBMFXCategory
Alpha (against Standard Index)-0.130.11
Beta (against Standard Index)1.010.95
Mean Annual Return0.410.41
R-squared (against Standard Index)99.1868.86
Standard Deviation3.614.24
Sharpe Ratio0.860.77
Treynor Ratio3.153.44