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Vanguard Total Bond Market Index Adm (VBTLX)

10.86 Up 0.02(0.18%) Nov 21

Risk as of Oct 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)-0.170.76
Beta (against Standard Index)1.010.98
Mean Annual Return0.220.29
R-squared (against Standard Index)99.4084.76
Standard Deviation2.742.92
Sharpe Ratio0.921.16
Treynor Ratio2.503.64
5 Years
StatisticVBTLXCategory
Alpha (against Standard Index)-0.190.98
Beta (against Standard Index)1.030.89
Mean Annual Return0.340.39
R-squared (against Standard Index)99.3276.30
Standard Deviation2.942.96
Sharpe Ratio1.371.58
Treynor Ratio3.955.50
10 Years
StatisticVBTLXCategory
Alpha (against Standard Index)-0.050.05
Beta (against Standard Index)1.010.93
Mean Annual Return0.380.37
R-squared (against Standard Index)99.0566.35
Standard Deviation3.293.92
Sharpe Ratio0.910.76
Treynor Ratio3.053.14