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Vanguard Total Bond Market Index Inv (VBMFX)

10.83 Up 0.03(0.28%) Jul 25

Risk as of Jun 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
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)-0.220.74
Beta (against Standard Index)1.010.90
Mean Annual Return0.290.34
R-squared (against Standard Index)99.2875.69
Standard Deviation2.822.96
Sharpe Ratio1.211.36
Treynor Ratio3.384.50
5 Years
StatisticVBMFXCategory
Alpha (against Standard Index)-0.321.40
Beta (against Standard Index)1.020.94
Mean Annual Return0.380.49
R-squared (against Standard Index)99.1774.37
Standard Deviation2.933.18
Sharpe Ratio1.541.83
Treynor Ratio4.446.48
10 Years
StatisticVBMFXCategory
Alpha (against Standard Index)-0.170.10
Beta (against Standard Index)1.010.93
Mean Annual Return0.400.40
R-squared (against Standard Index)99.0166.41
Standard Deviation3.313.91
Sharpe Ratio0.940.82
Treynor Ratio3.173.44