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Vanguard Inst Total Bond Market Index (VITBX)
On
Jan 5
:
52.25
0.18
(0.35%)
MORE ON VITBX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
7.01%
Worst 1 Yr Total Return
(2005)
:
2.47%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VITBX
Category
Alpha (against Standard Index)
0.01
-1.73
Beta (against Standard Index)
1.01
1.02
Mean Annual Return
6.43
0.39
R-squared (against Standard Index)
99
59.65
Standard Deviation
4.09
5.93
Sharpe Ratio
0.97
N/A
Treynor Ratio
4.13
N/A
5 Years
Statistic
VITBX
Category
Alpha (against Standard Index)
0.00
-1.13
Beta (against Standard Index)
1.01
0.98
Mean Annual Return
5.51
0.35
R-squared (against Standard Index)
99
61.85
Standard Deviation
3.65
4.90
Sharpe Ratio
0.67
N/A
Treynor Ratio
2.50
N/A
10 Years
Statistic
VITBX
Category
Alpha (against Standard Index)
N/A
-0.67
Beta (against Standard Index)
N/A
0.96
Mean Annual Return
N/A
0.46
R-squared (against Standard Index)
N/A
70.95
Standard Deviation
N/A
4.48
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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