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Vanguard Total Bond Market Index Adm (VBTLX)

10.83 0.00(0.00%) Jul 23

Risk as of Jun 29, 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)-0.100.74
Beta (against Standard Index)1.010.90
Mean Annual Return0.300.34
R-squared (against Standard Index)99.2975.69
Standard Deviation2.822.96
Sharpe Ratio1.251.36
Treynor Ratio3.504.50
5 Years
StatisticVBTLXCategory
Alpha (against Standard Index)-0.211.40
Beta (against Standard Index)1.020.94
Mean Annual Return0.390.49
R-squared (against Standard Index)99.1774.37
Standard Deviation2.933.18
Sharpe Ratio1.571.83
Treynor Ratio4.566.48
10 Years
StatisticVBTLXCategory
Alpha (against Standard Index)-0.060.10
Beta (against Standard Index)1.010.93
Mean Annual Return0.410.40
R-squared (against Standard Index)99.0166.41
Standard Deviation3.313.91
Sharpe Ratio0.970.82
Treynor Ratio3.273.44