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    Vanguard Total Bond Market Index Adm (VBTLX)

    10.96 Up 0.03(0.27%) Feb 27

    Risk as of Jan 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
    StatisticVBTLXCategory
    Alpha (against Standard Index)-0.080.62
    Beta (against Standard Index)1.020.94
    Mean Annual Return0.260.29
    R-squared (against Standard Index)99.4685.20
    Standard Deviation2.932.92
    Sharpe Ratio1.021.18
    Treynor Ratio2.933.89
    5 Years
    StatisticVBTLXCategory
    Alpha (against Standard Index)-0.180.66
    Beta (against Standard Index)1.030.90
    Mean Annual Return0.370.39
    R-squared (against Standard Index)99.2076.51
    Standard Deviation2.842.88
    Sharpe Ratio1.541.63
    Treynor Ratio4.315.44
    10 Years
    StatisticVBTLXCategory
    Alpha (against Standard Index)-0.05-0.03
    Beta (against Standard Index)1.010.92
    Mean Annual Return0.400.38
    R-squared (against Standard Index)99.0366.39
    Standard Deviation3.333.90
    Sharpe Ratio0.980.80
    Treynor Ratio3.333.32