Dow Down1.29% Nasdaq Down3.25%

Vanguard GNMA Inv (VFIIX)

10.77 Down 0.01(0.09%) Feb 5

Risk as of Jan 30, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up33
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2002):9.68%
Worst 1 Yr Total Return(Dec 30, 2013):-2.23%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticVFIIXCategory
Alpha (against Standard Index)0.60-0.37
Beta (against Standard Index)0.860.79
Mean Annual Return0.210.07
R-squared (against Standard Index)79.2283.28
Standard Deviation2.862.52
Sharpe Ratio0.850.32
Treynor Ratio2.801.04
5 Years
StatisticVFIIXCategory
Alpha (against Standard Index)0.50-0.24
Beta (against Standard Index)0.800.79
Mean Annual Return0.270.19
R-squared (against Standard Index)76.1880.22
Standard Deviation2.512.39
Sharpe Ratio1.290.97
Treynor Ratio4.083.02
10 Years
StatisticVFIIXCategory
Alpha (against Standard Index)0.88-0.04
Beta (against Standard Index)0.760.80
Mean Annual Return0.390.31
R-squared (against Standard Index)76.5874.21
Standard Deviation2.803.03
Sharpe Ratio1.240.87
Treynor Ratio4.713.43