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    Vanguard Total Bond Market Index Adm (VBTLX)

    10.85 Up 0.02(0.18%) Feb 10

    Risk as of Jan 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up13
    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)-0.16-0.45
    Beta (against Standard Index)1.030.93
    Mean Annual Return0.170.13
    R-squared (against Standard Index)99.1485.57
    Standard Deviation3.073.00
    Sharpe Ratio0.660.52
    Treynor Ratio1.941.62
    5 Years
    Alpha (against Standard Index)-0.200.17
    Beta (against Standard Index)1.030.89
    Mean Annual Return0.280.27
    R-squared (against Standard Index)99.1877.06
    Standard Deviation2.852.85
    Sharpe Ratio1.171.15
    Treynor Ratio3.243.93
    10 Years
    Alpha (against Standard Index)-0.08-0.09
    Beta (against Standard Index)1.020.92
    Mean Annual Return0.380.36
    R-squared (against Standard Index)98.9164.86
    Standard Deviation3.303.90
    Sharpe Ratio1.040.83
    Treynor Ratio3.433.42