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    Vanguard Total Bond Market Index Adm (VBTLX)

    10.85 Up 0.04(0.37%) May 26

    Risk as of Apr 29, 2015Get 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)-0.140.60
    Beta (against Standard Index)1.030.93
    Mean Annual Return0.210.25
    R-squared (against Standard Index)99.4285.17
    Standard Deviation2.962.91
    Sharpe Ratio0.841.02
    Treynor Ratio2.413.47
    5 Years
    Alpha (against Standard Index)-0.200.62
    Beta (against Standard Index)1.030.89
    Mean Annual Return0.340.35
    R-squared (against Standard Index)99.2977.25
    Standard Deviation2.912.88
    Sharpe Ratio1.361.46
    Treynor Ratio3.864.97
    10 Years
    Alpha (against Standard Index)-0.070.04
    Beta (against Standard Index)1.010.92
    Mean Annual Return0.390.37
    R-squared (against Standard Index)99.0166.26
    Standard Deviation3.333.88
    Sharpe Ratio0.970.81
    Treynor Ratio3.263.36