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 Dow Down0.08% Nasdaq Down0.11%

Vanguard Total Stock Mkt Idx Inv (VTSMX)

41.43 Down 0.09(0.22%) May 23


Risk as of Feb 27, 2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up15
Number of Years Down5
Best 1 Yr Total Return(Dec 30, 2003):31.35%
Worst 1 Yr Total Return(Dec 30, 2008):-37.04%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticVTSMXCategory
Alpha (against Standard Index)-0.27-2.01
Beta (against Standard Index)1.041.04
Mean Annual Return1.180.98
R-squared (against Standard Index)99.6896.78
Standard Deviation15.9015.86
Sharpe Ratio0.890.74
Treynor Ratio13.0810.68
5 Years
StatisticVTSMXCategory
Alpha (against Standard Index)0.45-0.96
Beta (against Standard Index)1.041.02
Mean Annual Return0.610.51
R-squared (against Standard Index)99.6296.21
Standard Deviation19.5819.63
Sharpe Ratio0.360.30
Treynor Ratio5.023.94
10 Years
StatisticVTSMXCategory
Alpha (against Standard Index)0.54-0.38
Beta (against Standard Index)1.041.02
Mean Annual Return0.820.70
R-squared (against Standard Index)99.3894.96
Standard Deviation15.3815.34
Sharpe Ratio0.530.44
Treynor Ratio7.035.74