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Vanguard Total Bond Market Index Adm (VBTLX)

10.76 Up 0.02(0.19%) Sep 19

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up11
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
StatisticVBTLXCategory
Alpha (against Standard Index)-0.090.84
Beta (against Standard Index)1.020.96
Mean Annual Return0.240.30
R-squared (against Standard Index)99.2179.92
Standard Deviation2.682.90
Sharpe Ratio1.051.24
Treynor Ratio2.774.00
5 Years
StatisticVBTLXCategory
Alpha (against Standard Index)-0.181.22
Beta (against Standard Index)1.030.90
Mean Annual Return0.370.44
R-squared (against Standard Index)99.2675.09
Standard Deviation2.912.98
Sharpe Ratio1.481.73
Treynor Ratio4.226.05
10 Years
StatisticVBTLXCategory
Alpha (against Standard Index)-0.050.09
Beta (against Standard Index)1.010.93
Mean Annual Return0.390.38
R-squared (against Standard Index)99.0366.05
Standard Deviation3.283.89
Sharpe Ratio0.930.78
Treynor Ratio3.103.23