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    Vanguard Total Bond Market Index Adm (VBTLX)

    10.70 Up 0.02(0.19%) Jul 2

    Risk as of May 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)-0.220.66
    Beta (against Standard Index)1.030.94
    Mean Annual Return0.170.23
    R-squared (against Standard Index)99.3086.08
    Standard Deviation2.952.91
    Sharpe Ratio0.690.94
    Treynor Ratio1.943.09
    5 Years
    Alpha (against Standard Index)-0.250.70
    Beta (against Standard Index)1.040.90
    Mean Annual Return0.310.35
    R-squared (against Standard Index)99.2279.04
    Standard Deviation2.922.88
    Sharpe Ratio1.261.44
    Treynor Ratio3.584.82
    10 Years
    Alpha (against Standard Index)-0.090.04
    Beta (against Standard Index)1.020.92
    Mean Annual Return0.380.36
    R-squared (against Standard Index)98.9866.17
    Standard Deviation3.333.88
    Sharpe Ratio0.930.78
    Treynor Ratio3.133.24