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    Vanguard Total Bond Market Index Inv (VBMFX)

    10.70 Up 0.02(0.19%) Jul 2

    Risk as of May 30, 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)-0.330.66
    Beta (against Standard Index)1.030.94
    Mean Annual Return0.160.23
    R-squared (against Standard Index)99.3086.08
    Standard Deviation2.952.91
    Sharpe Ratio0.650.94
    Treynor Ratio1.833.09
    5 Years
    StatisticVBMFXCategory
    Alpha (against Standard Index)-0.360.70
    Beta (against Standard Index)1.040.90
    Mean Annual Return0.300.35
    R-squared (against Standard Index)99.2279.04
    Standard Deviation2.922.88
    Sharpe Ratio1.221.44
    Treynor Ratio3.474.82
    10 Years
    StatisticVBMFXCategory
    Alpha (against Standard Index)-0.200.04
    Beta (against Standard Index)1.020.92
    Mean Annual Return0.370.36
    R-squared (against Standard Index)98.9566.17
    Standard Deviation3.343.88
    Sharpe Ratio0.900.78
    Treynor Ratio3.013.24