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    Vanguard Total Bond Market Index Adm (VBTLX)

    11.02 Up 0.01(0.09%) Apr 17

    Risk as of Mar 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)-0.140.54
    Beta (against Standard Index)1.030.93
    Mean Annual Return0.250.29
    R-squared (against Standard Index)99.4385.30
    Standard Deviation2.992.94
    Sharpe Ratio1.001.15
    Treynor Ratio2.903.91
    5 Years
    Alpha (against Standard Index)-0.210.64
    Beta (against Standard Index)1.040.90
    Mean Annual Return0.360.38
    R-squared (against Standard Index)99.2977.06
    Standard Deviation2.912.91
    Sharpe Ratio1.461.56
    Treynor Ratio4.145.28
    10 Years
    Alpha (against Standard Index)-0.070.03
    Beta (against Standard Index)1.010.92
    Mean Annual Return0.400.39
    R-squared (against Standard Index)99.0265.86
    Standard Deviation3.333.89
    Sharpe Ratio1.010.84
    Treynor Ratio3.423.51