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    Vanguard Total Stock Mkt Idx Adm (VTSAX)

    52.39 Down 0.05(0.10%) Jul 2

    Risk as of May 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up11
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2013):33.52%
    Worst 1 Yr Total Return(Dec 30, 2008):-36.99%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticVTSAXCategory
    Alpha (against Standard Index)0.04-0.74
    Beta (against Standard Index)1.010.99
    Mean Annual Return1.551.47
    R-squared (against Standard Index)98.1991.09
    Standard Deviation8.628.84
    Sharpe Ratio2.161.99
    Treynor Ratio19.6718.74
    5 Years
    StatisticVTSAXCategory
    Alpha (against Standard Index)-0.55-1.68
    Beta (against Standard Index)1.041.03
    Mean Annual Return1.361.24
    R-squared (against Standard Index)99.3095.26
    Standard Deviation12.8312.94
    Sharpe Ratio1.261.16
    Treynor Ratio15.8714.67
    10 Years
    StatisticVTSAXCategory
    Alpha (against Standard Index)0.28-0.56
    Beta (against Standard Index)1.031.01
    Mean Annual Return0.790.70
    R-squared (against Standard Index)99.3895.08
    Standard Deviation15.2515.25
    Sharpe Ratio0.530.46
    Treynor Ratio6.996.10