• FirefoxUpgrade to the new Firefox »
  •  Dow Down1.45% Nasdaq Down1.03%

    Vanguard Total Bond Market Index Adm (VBTLX)

    11.10 Up 0.05(0.45%) Jan 30

    Risk as of Dec 30, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up12
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2002):8.32%
    Worst 1 Yr Total Return(Dec 30, 2013):-2.15%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-0.100.76
    Beta (against Standard Index)1.010.97
    Mean Annual Return0.220.28
    R-squared (against Standard Index)99.5484.55
    Standard Deviation2.692.85
    Sharpe Ratio0.941.16
    Treynor Ratio2.493.58
    5 Years
    Alpha (against Standard Index)-0.180.67
    Beta (against Standard Index)1.020.92
    Mean Annual Return0.360.39
    R-squared (against Standard Index)99.2476.49
    Standard Deviation2.762.87
    Sharpe Ratio1.541.63
    Treynor Ratio4.195.30
    10 Years
    Alpha (against Standard Index)-0.05-0.03
    Beta (against Standard Index)1.010.93
    Mean Annual Return0.390.37
    R-squared (against Standard Index)99.0366.04
    Standard Deviation3.273.87
    Sharpe Ratio0.940.76
    Treynor Ratio3.153.15