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    Vanguard Total Bond Market Index Inv (VBMFX)

    10.78 Down 0.04(0.37%) Jun 2

    Risk as of Apr 29, 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)-0.260.60
    Beta (against Standard Index)1.030.93
    Mean Annual Return0.200.25
    R-squared (against Standard Index)99.4285.17
    Standard Deviation2.962.91
    Sharpe Ratio0.801.02
    Treynor Ratio2.293.47
    5 Years
    StatisticVBMFXCategory
    Alpha (against Standard Index)-0.320.62
    Beta (against Standard Index)1.030.89
    Mean Annual Return0.330.35
    R-squared (against Standard Index)99.2877.25
    Standard Deviation2.912.88
    Sharpe Ratio1.321.46
    Treynor Ratio3.744.97
    10 Years
    StatisticVBMFXCategory
    Alpha (against Standard Index)-0.180.04
    Beta (against Standard Index)1.020.92
    Mean Annual Return0.380.37
    R-squared (against Standard Index)98.9866.26
    Standard Deviation3.343.88
    Sharpe Ratio0.940.81
    Treynor Ratio3.153.36