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    Vanguard Total Bond Market Index Adm (VBTLX)

    10.89 Up 0.02(0.18%) Dec 19

    Risk as of Nov 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)-0.110.88
    Beta (against Standard Index)1.010.97
    Mean Annual Return0.240.32
    R-squared (against Standard Index)99.5685.32
    Standard Deviation2.742.88
    Sharpe Ratio1.041.30
    Treynor Ratio2.834.07
    5 Years
    StatisticVBTLXCategory
    Alpha (against Standard Index)-0.200.94
    Beta (against Standard Index)1.030.89
    Mean Annual Return0.330.38
    R-squared (against Standard Index)99.3176.26
    Standard Deviation2.902.93
    Sharpe Ratio1.341.54
    Treynor Ratio3.825.32
    10 Years
    StatisticVBTLXCategory
    Alpha (against Standard Index)-0.050.00
    Beta (against Standard Index)1.010.92
    Mean Annual Return0.390.38
    R-squared (against Standard Index)99.0366.13
    Standard Deviation3.273.86
    Sharpe Ratio0.960.79
    Treynor Ratio3.223.25