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    Vanguard Total Bond Market Index Adm (VBTLX)

    10.97 0.00(0.00%) Mar 30

    Risk as of Feb 27, 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)-0.130.63
    Beta (against Standard Index)1.030.92
    Mean Annual Return0.230.27
    R-squared (against Standard Index)99.4585.40
    Standard Deviation3.032.95
    Sharpe Ratio0.881.07
    Treynor Ratio2.573.59
    5 Years
    Alpha (against Standard Index)-0.180.75
    Beta (against Standard Index)1.030.89
    Mean Annual Return0.350.38
    R-squared (against Standard Index)99.2976.69
    Standard Deviation2.922.91
    Sharpe Ratio1.421.55
    Treynor Ratio4.045.29
    10 Years
    Alpha (against Standard Index)-0.060.01
    Beta (against Standard Index)1.010.92
    Mean Annual Return0.400.38
    R-squared (against Standard Index)99.0266.10
    Standard Deviation3.343.90
    Sharpe Ratio0.970.80
    Treynor Ratio3.303.36