Dow Up0.11% Nasdaq Up0.50%

Vanguard Total Bond Market Index Adm (VBTLX)

10.88 0.00(0.00%) Aug 29

Risk as of Jul 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)-0.090.71
Beta (against Standard Index)1.010.92
Mean Annual Return0.250.29
R-squared (against Standard Index)99.2475.24
Standard Deviation2.732.91
Sharpe Ratio1.071.19
Treynor Ratio2.884.62
5 Years
StatisticVBTLXCategory
Alpha (against Standard Index)-0.191.29
Beta (against Standard Index)1.030.91
Mean Annual Return0.360.44
R-squared (against Standard Index)99.2575.02
Standard Deviation2.903.01
Sharpe Ratio1.471.74
Treynor Ratio4.206.07
10 Years
StatisticVBTLXCategory
Alpha (against Standard Index)-0.050.09
Beta (against Standard Index)1.010.93
Mean Annual Return0.390.39
R-squared (against Standard Index)99.0466.41
Standard Deviation3.303.91
Sharpe Ratio0.940.79
Treynor Ratio3.173.31