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    Vanguard Total Bond Market Index Adm (VBTLX)

    10.72 Down 0.02(0.19%) Aug 31

    Risk as of Jul 30, 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)-0.140.45
    Beta (against Standard Index)1.020.93
    Mean Annual Return0.130.16
    R-squared (against Standard Index)99.2185.94
    Standard Deviation2.962.91
    Sharpe Ratio0.500.66
    Treynor Ratio1.412.19
    5 Years
    Alpha (against Standard Index)-0.170.60
    Beta (against Standard Index)1.030.90
    Mean Annual Return0.270.29
    R-squared (against Standard Index)99.2078.45
    Standard Deviation2.912.88
    Sharpe Ratio1.081.22
    Treynor Ratio3.044.64
    10 Years
    Alpha (against Standard Index)-0.080.00
    Beta (against Standard Index)1.020.92
    Mean Annual Return0.380.36
    R-squared (against Standard Index)98.9766.02
    Standard Deviation3.343.91
    Sharpe Ratio0.950.78
    Treynor Ratio3.203.26