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    Vanguard Total Stock Mkt Idx Inv (VTSMX)

    52.97 Up 0.38(0.72%) Jul 29

    Risk as of Jun 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up17
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2013):33.35%
    Worst 1 Yr Total Return(Dec 30, 2008):-37.04%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)0.08-0.66
    Beta (against Standard Index)1.011.00
    Mean Annual Return1.391.31
    R-squared (against Standard Index)98.2491.41
    Standard Deviation8.708.96
    Sharpe Ratio1.911.75
    Treynor Ratio17.3516.47
    5 Years
    Alpha (against Standard Index)-0.49-1.72
    Beta (against Standard Index)1.041.03
    Mean Annual Return1.411.30
    R-squared (against Standard Index)99.2695.11
    Standard Deviation12.5012.68
    Sharpe Ratio1.351.23
    Treynor Ratio16.7415.42
    10 Years
    Alpha (against Standard Index)0.14-0.58
    Beta (against Standard Index)1.031.01
    Mean Annual Return0.760.69
    R-squared (against Standard Index)99.3995.02
    Standard Deviation15.2615.30
    Sharpe Ratio0.510.45
    Treynor Ratio6.645.88